Hard thresholding regression

DOI10.1111/sjos.12353zbMath1417.62197OpenAlexW2892740843WikidataQ100725670 ScholiaQ100725670MaRDI QIDQ4629285

Joseph G. Ibrahim, Bai Jiang, Qiang Sun, Hong-Tu Zhu

Publication date: 21 March 2019

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

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7558802

zbMATH Keywords

sparsityoracle propertyLassobest subset selection

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items

Variable Selection With Second-Generation P-Values, Robust High-Dimensional Regression with Coefficient Thresholding and Its Application to Imaging Data Analysis

Uses Software

• scout

Cites Work

• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• Statistics for high-dimensional data. Methods, theory and applications.
• On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
• One-step sparse estimates in nonconcave penalized likelihood models
• When do stepwise algorithms meet subset selection criteria?
• I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
• Simultaneous analysis of Lasso and Dantzig selector
• Calibrating nonconvex penalized regression in ultra-high dimension
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Strong oracle optimality of folded concave penalized estimation
• Covariance-Regularized Regression and Classification for high Dimensional Problems
• Ideal spatial adaptation by wavelet shrinkage
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Estimation And Selection Via Absolute Penalized Convex Minimization And Its Multistage Adaptive Applications
• Smoothly Clipped Absolute Deviation on High Dimensions
• Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
• Exploration, normalization, and summaries of high density oligonucleotide array probe level data
• High Dimensional Thresholded Regression and Shrinkage Effect
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item