scientific article; zbMATH DE number 5957408

zbMATH Open1222.62008MaRDI QIDQ3174050FDOQ3174050

Authors: Peng Zhao, Bin Yu 

Publication date: 12 October 2011

Full work available at URL: http://www.jmlr.org/papers/v7/zhao06a.html

Title of this publication is not available (Why is that?)

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zbMATH Keywords

consistencyregularizationsparsity

Mathematics Subject Classification ID

Multivariate analysis (62H99) Foundations and philosophical topics in statistics (62A01)

Cited In (only showing first 100 items - show all)

• Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
• Some sharp performance bounds for least squares regression with \(L_1\) regularization
• The adaptive Lasso in high-dimensional sparse heteroscedastic models
• On the oracle property of adaptive group Lasso in high-dimensional linear models
• Sparse estimation via nonconcave penalized likelihood in factor analysis model
• Robust Variable and Interaction Selection for Logistic Regression and General Index Models
• Learning high-dimensional directed acyclic graphs with latent and selection variables
• Covariate assisted screening and estimation
• Group selection in high-dimensional partially linear additive models
• Adaptive Dantzig density estimation
• Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression
• Influence measures and stability for graphical models
• High dimensional discrimination analysis via a semiparametric model
• Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
• Sub-optimality of some continuous shrinkage priors
• Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
• Bridge estimators and the adaptive Lasso under heteroscedasticity
• A note on the Lasso and related procedures in model selection
• Shrinkage estimation for identification of linear components in additive models
• Determination of vector error correction models in high dimensions
• Some theoretical results on the grouped variables Lasso
• An analysis of penalized interaction models
• Testing a single regression coefficient in high dimensional linear models
• Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
• A majorization-minimization approach to variable selection using spike and slab priors
• Rejoinder: Latent variable graphical model selection via convex optimization
• Sparse regression with exact clustering
• The Lasso problem and uniqueness
• The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
• On constrained and regularized high-dimensional regression
• Graphical-model based high dimensional generalized linear models
• Bayesian linear regression with sparse priors
• Discussion: Latent variable graphical model selection via convex optimization
• Statistical consistency of coefficient-based conditional quantile regression
• LOL selection in high dimension
• High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
• Prediction and estimation consistency of sparse multi-class penalized optimal scoring
• Near-ideal model selection by \(\ell _{1}\) minimization
• Bayesian factor-adjusted sparse regression
• The lasso under Poisson-like heteroscedasticity
• ``Preconditioning for feature selection and regression in high-dimensional problems
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Concentration estimates for learning with \(\ell ^{1}\)-regularizer and data dependent hypothesis spaces
• Sparse wavelet regression with multiple predictive curves
• QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization
• On model selection consistency of regularized M-estimators
• Minimax risks for sparse regressions: ultra-high dimensional phenomenons
• Nonnegative-Lasso and application in index tracking
• An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
• Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
• On the asymptotic properties of the group lasso estimator for linear models
• Thresholding-based iterative selection procedures for model selection and shrinkage
• Preconditioning the Lasso for sign consistency
• Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models
• A Bayesian approach to sparse dynamic network identification
• Nonnegative elastic net and application in index tracking
• Meta-analysis based variable selection for gene expression data
• Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
• Rejoinder: ``A significance test for the lasso
• A note on the one-step estimator for ultrahigh dimensionality
• On the consistency of feature selection using greedy least squares regression
• Weaker regularity conditions and sparse recovery in high-dimensional regression
• Self-concordant analysis for logistic regression
• The Lasso as an \(\ell _{1}\)-ball model selection procedure
• Calibrating nonconvex penalized regression in ultra-high dimension
• Bayesian hyper-Lassos with non-convex penalization
• Strong oracle optimality of folded concave penalized estimation
• An automated approach towards sparse single-equation cointegration modelling
• Sparse reduced-rank regression for multivariate varying-coefficient models
• Oracle inequalities for the lasso in the Cox model
• Penalized likelihood regression for generalized linear models with non-quadratic penalties
• Consistent group selection in high-dimensional linear regression
• A general theory of concave regularization for high-dimensional sparse estimation problems
• Optimal variable selection in multi-group sparse discriminant analysis
• High-Dimensional Gaussian Graphical Regression Models with Covariates
• Adaptive and reversed penalty for analysis of high-dimensional correlated data
• Fitting sparse linear models under the sufficient and necessary condition for model identification
• Nonsmoothness in machine learning: specific structure, proximal identification, and applications
• A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model
• Penalized logspline density estimation using total variation penalty
• Image denoising via solution paths
• Estimation of an oblique structure via penalized likelihood factor analysis
• Structured variable selection via prior-induced hierarchical penalty functions
• A penalized likelihood method for structural equation modeling
• Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
• Regularization and the small-ball method. I: Sparse recovery
• Parametric and semiparametric reduced-rank regression with flexible sparsity
• Model selection consistency of Lasso for empirical data
• Nonparametric independence screening via favored smoothing bandwidth
• Linear hypothesis testing in dense high-dimensional linear models
• On the post selection inference constant under restricted isometry properties
• Broken adaptive ridge regression and its asymptotic properties
• Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
• Low complexity regularization of linear inverse problems
• Discussion: Latent variable graphical model selection via convex optimization
• Sensitivity analysis for mirror-stratifiable convex functions
• Penalized Regression for Multiple Types of Many Features With Missing Data
• A tuning-free robust and efficient approach to high-dimensional regression
• Robust machine learning by median-of-means: theory and practice
• Adaptive estimation of covariance matrices via Cholesky decomposition

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