Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization

DOI10.1214/13-EJS868zbMath1280.62086arXiv1205.0953MaRDI QIDQ391843

Publication date: 13 January 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.0953

zbMATH Keywords

random matrices persistence deconvolution convex geometry separating hyperplanes non-negativity constraints

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items

Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling, Two-level structural sparsity regularization for identifying lattices and defects in noisy images, A component lasso, Nonparametric estimation of the random coefficients model: an elastic net approach, Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes, Nonnegative self-representation with a fixed rank constraint for subspace clustering, Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data, Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization, Sparse Topic Modeling: Computational Efficiency, Near-Optimal Algorithms, and Statistical Inference, ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS, Efficient sparse portfolios based on composite quantile regression for high-dimensional index tracking, A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems, On multi-modal fusion learning in constraint propagation, Sparse support recovery using correlation information in the presence of additive noise, High-dimensional sparse portfolio selection with nonnegative constraint, Sign-constrained least squares estimation for high-dimensional regression, Algebraic cubature on polygonal elements with a circular edge, Non-negatively constrained least squares and parameter choice by the residual periodogram for the inversion of electrochemical impedance spectroscopy data, Globally Convergent Type-I Anderson Acceleration for Nonsmooth Fixed-Point Iterations, Nonparametric shape-restricted regression, Reconstruction Methods in THz Single-Pixel Imaging, The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii, Bayesian inference for generalized linear model with linear inequality constraints, Sparse solution of nonnegative least squares problems with applications in the construction of probabilistic Boolean networks, High-dimensional sign-constrained feature selection and grouping, Compressed algebraic cubature over polygons with applications to optical design, Solving nonnegative sparsity-constrained optimization via DC quadratic-piecewise-linear approximations, Safe feature elimination for non-negativity constrained convex optimization, Unnamed Item, Hyperbolic Wavelet Frames and Multiresolution in the Weighted Bergman Spaces, Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models, Sparse Inverse Problems over Measures: Equivalence of the Conditional Gradient and Exchange Methods, Provably optimal sparse solutions to overdetermined linear systems with non-negativity constraints in a least-squares sense by implicit enumeration, Angular scattering function estimation using deep neural networks

Uses Software

NNLS

Cites Work