Non-Convex Global Minimization and False Discovery Rate Control for the TREX

DOI10.1080/10618600.2017.1341414MaRDI QIDQ3391128zbMATH OpenOpenAlexFDO

Authors Jacob Bien, Irina Gaynanova, Johannes Lederer, Christian Mueller

Publication date 28 March 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1604.06815

zbMATH Keywords

global optimizationhigh-dimensionalmodel selectionsparsitytuning parameter

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Applications of second-order cone programming
• Conic optimization via operator splitting and homogeneous self-dual embedding
• Controlling the false discovery rate via knockoffs
• ggplot2. Elegant graphics for data analysis
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Scaled sparse linear regression
• Square-root lasso: pivotal recovery of sparse signals via conic programming

Cited in

(2)

• Prediction error bounds for linear regression with the TREX
• Tuning-free ridge estimators for high-dimensional generalized linear models

Describes a project that uses

Uses Software

• ECOS
• SCS
• Glmnet
• ggplot2

This page was built for publication: Non-Convex Global Minimization and False Discovery Rate Control for the TREX

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3391128)