scientific article; zbMATH DE number 5957408
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Publication:3174050
zbMATH Open1222.62008MaRDI QIDQ3174050FDOQ3174050
Publication date: 12 October 2011
Full work available at URL: http://www.jmlr.org/papers/v7/zhao06a.html
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Cited In (only showing first 100 items - show all)
- On stepwise pattern recovery of the fused Lasso
- Hierarchical inference for genome-wide association studies: a view on methodology with software
- On the conditions used to prove oracle results for the Lasso
- Least squares after model selection in high-dimensional sparse models
- Parallel integrative learning for large-scale multi-response regression with incomplete outcomes
- Statistics for big data: a perspective
- Adaptive Lasso estimators for ultrahigh dimensional generalized linear models
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series
- Sparse directed acyclic graphs incorporating the covariates
- Simultaneous analysis of Lasso and Dantzig selector
- Covariance-regularized regression and classification for high dimensional problems
- Discussion: Latent variable graphical model selection via convex optimization
- A significance test for the lasso
- Bootstrap inference for network construction with an application to a breast cancer microarray study
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Selection of variables and dimension reduction in high-dimensional non-parametric regression
- Sparse semiparametric discriminant analysis
- High-dimensional generalized linear models and the lasso
- A knockoff filter for high-dimensional selective inference
- On the asymptotic variance of the debiased Lasso
- Change points detection and parameter estimation for multivariate time series
- Adaptive robust variable selection
- Endogeneity in high dimensions
- Discussion: ``A significance test for the lasso
- High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
- Structure estimation for discrete graphical models: generalized covariance matrices and their inverses
- Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data
- Variable selection in linear mixed models using an extended class of penalties
- Estimation for high-dimensional linear mixed-effects models using \(\ell_1\)-penalization
- DASSO: Connections Between the Dantzig Selector and Lasso
- A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models
- Title not available (Why is that?)
- Nearly unbiased variable selection under minimax concave penalty
- Model Selection for High-Dimensional Quadratic Regression via Regularization
- Estimator selection in the Gaussian setting
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
- Factor-Adjusted Regularized Model Selection
- A unified approach to model selection and sparse recovery using regularized least squares
- Confidence intervals for high-dimensional inverse covariance estimation
- A penalized approach to covariate selection through quantile regression coefficient models
- Stability Selection
- Goodness-of-Fit Tests for High Dimensional Linear Models
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Correlated variables in regression: clustering and sparse estimation
- Bayesian structure learning in sparse Gaussian graphical models
- Best subset selection via a modern optimization lens
- Variable selection in infinite-dimensional problems
- Factor models and variable selection in high-dimensional regression analysis
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
- Statistical significance in high-dimensional linear models
- Sparse recovery under matrix uncertainty
- Variable selection and regression analysis for graph-structured covariates with an application to genomics
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
- The log-linear group-lasso estimator and its asymptotic properties
- Boosting algorithms: regularization, prediction and model fitting
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Oracle inequalities for high dimensional vector autoregressions
- Latent variable graphical model selection via convex optimization
- Fast and approximate exhaustive variable selection for generalised linear models with APES
- Selection by partitioning the solution paths
- Kernel Knockoffs Selection for Nonparametric Additive Models
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
- \(\ell_{1}\)-penalization for mixture regression models
- Autoregressive process modeling via the Lasso procedure
- Properties and refinements of the fused Lasso
- Worst possible sub-directions in high-dimensional models
- Stability
- Lasso-type recovery of sparse representations for high-dimensional data
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
- Quasi-likelihood and/or robust estimation in high dimensions
- Structured sparsity through convex optimization
- Estimation in high-dimensional linear models with deterministic design matrices
- High-dimensional variable selection
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
- Estimation of high-dimensional low-rank matrices
- A note on the Lasso for Gaussian graphical model selection
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- Least angle and \(\ell _{1}\) penalized regression: a review
- SCAD-penalized regression in high-dimensional partially linear models
- Sparsistency and rates of convergence in large covariance matrix estimation
- Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression
- A selective review of group selection in high-dimensional models
- Bayesian adaptive Lasso
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Controlling the false discovery rate via knockoffs
- Kernel Ordinary Differential Equations
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models
- Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
- Variable selection in nonparametric additive models
- Estimating high-dimensional intervention effects from observational data
- 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
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