scientific article; zbMATH DE number 6982301
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Publication:4558147
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- Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations
- Adaptive Lasso for sparse high-dimensional regression models
- Analysis of multi-stage convex relaxation for sparse regularization
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Atomic decomposition by basis pursuit
- Best subset selection via a modern optimization lens
- Calibrating nonconvex penalized regression in ultra-high dimension
- Complexity of unconstrained \(L_2 - L_p\) minimization
- Coordinate descent algorithms for lasso penalized regression
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Decoding by Linear Programming
- Fast global convergence of gradient methods for high-dimensional statistical recovery
- Fast Solution of $\ell _{1}$-Norm Minimization Problems When the Solution May Be Sparse
- Gradient methods for minimizing composite functions
- Greed is Good: Algorithmic Results for Sparse Approximation
- High-dimensional graphs and variable selection with the Lasso
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- Iterative hard thresholding for compressed sensing
- Iterative thresholding for sparse approximations
- Least angle regression. (With discussion)
- Matching pursuits with time-frequency dictionaries
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over \ell_q-Balls
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave penalized likelihood with a diverging number of parameters.
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
- Orthogonal Matching Pursuit for Sparse Signal Recovery With Noise
- Pathwise coordinate optimization
- Recovering Sparse Signals With a Certain Family of Nonconvex Penalties and DC Programming
- Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
- Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Smoothly clipped absolute deviation on high dimensions
- Some sharp performance bounds for least squares regression with L₁ regularization
- Sparse Approximate Solutions to Linear Systems
- Sparse Recovery With Orthogonal Matching Pursuit Under RIP
- SparseNet: coordinate descent with nonconvex penalties
- Stable recovery of sparse overcomplete representations in the presence of noise
- Stable signal recovery from incomplete and inaccurate measurements
- Strong oracle optimality of folded concave penalized estimation
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Thresholding-based iterative selection procedures for model selection and shrinkage
- Variable selection using MM algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(47)- Efficient regularized regression with \(L_0\) penalty for variable selection and network construction
- An extended Newton-type algorithm for \(\ell_2\)-regularized sparse logistic regression and its efficiency for classifying large-scale datasets
- A unified primal dual active set algorithm for nonconvex sparse recovery
- Smoothing Newton method for \(\ell^0\)-\(\ell^2\) regularized linear inverse problem
- High-performance statistical computing in the computing environments of the 2020s
- High-dimensional linear regression with hard thresholding regularization: theory and algorithm
- Sparse regression at scale: branch-and-bound rooted in first-order optimization
- \(\ell_0\)-regularized high-dimensional accelerated failure time model
- GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee
- A data-driven line search rule for support recovery in high-dimensional data analysis
- The springback penalty for robust signal recovery
- Sparse signal reconstruction via the approximations of \(\ell_0\) quasinorm
- Sparse HP filter: finding kinks in the COVID-19 contact rate
- Solving \(\ell_0\)-penalized problems with simple constraints via the Frank-Wolfe reduced dimension method
- Newton method for \(\ell_0\)-regularized optimization
- L0-Regularized Learning for High-Dimensional Additive Hazards Regression
- Subset selection in network-linked data
- Fast best subset selection: coordinate descent and local combinatorial optimization algorithms
- Truncated \(L_1\) regularized linear regression: theory and algorithm
- Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound
- A communication-efficient method for ℓ0 regularization linear regression models
- L 0 -regularization for high-dimensional regression with corrupted data
- Communication-efficient estimation for distributed subset selection
- Sparse quantile regression
- Sparse regularization with the ℓ0 norm
- Best subset selection with shrinkage: sparse additive hazards regression with the grouping effect
- Subspace Newton method for sparse group \(\ell_0\) optimization problem
- A neutral comparison of algorithms to minimize L₀ penalties for high-dimensional variable selection
- Can’t Ridge Regression Perform Variable Selection?
- A network-constrain Weibull AFT model for biomarkers discovery
- Exact recovery in the double sparse model: sufficient and necessary signal conditions
- Sparse quantile regression via _0-penalty
- A Newton-type method for _0-regularized accelerated failure time model under the case-cohort design
- Robust decoding from binary measurements with cardinality constraint least squares
- Distributed iterative hard thresholding for variable selection in Tobit models
- Bias-enhanced support detection and root finding approach
- Feature screening for case-cohort studies in the presence of interval censoring
- Scalable network estimation with L₀ penalty
- Rank-one convexification for sparse regression
- L 0 -regularized high-dimensional sparse multiplicative models
- Newton method for the composite row sparsity regularized optimization
- PDAS: a Newton-type method for L₀ regularized accelerated failure time model
- Robust \(\ell_{2,0}\)-penalized rank regression for high-dimensional group selection
- SDFPI: Efficient L 0 variable selection for Cox’s proportional hazards model
- An attention algorithm for solving large scale structured \(l_0\)-norm penalty estimation problems
- Fitting sparse linear models under the sufficient and necessary condition for model identification
- A scalable surrogate L₀ sparse regression method for generalized linear models with applications to large scale data
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