Regression Shrinkage and Selection via The Lasso: A Retrospective
From MaRDI portal
Publication:4632656
DOI10.1111/j.1467-9868.2011.00771.xzbMath1411.62212OpenAlexW2119862467MaRDI QIDQ4632656
Publication date: 30 April 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2011.00771.x
Ridge regression; shrinkage estimators (Lasso) (62J07) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items
IFAA: Robust Association Identification and Inference for Absolute Abundance in Microbiome Analyses, Unnamed Item, Multi-step inertial strictly contractive PRSM algorithms for convex programming problems with applications, Weak and strong convergence analysis of Elman neural networks via weight decay regularization, Efficient multiple change point detection for high‐dimensional generalized linear models, Variance estimation in high-dimensional linear regression via adaptive elastic-net, A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates, Penalized h‐likelihood approach for variable selection in AFT random‐effect models, Robust and sparse learning of varying coefficient models with high-dimensional features, Comparing Bayesian variable selection to Lasso approaches for applications in psychology, Weak Signal Identification and Inference in Penalized Likelihood Models for Categorical Responses, Lasso trigonometric polynomial approximation for periodic function recovery in equidistant points, A proximal fully parallel splitting method with a relaxation factor for separable convex programming, Comparing different stabilization strategies for reduced order modeling of viscoelastic fluid flow problems, Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection, Sparsifying the least-squares approach to PCA: comparison of lasso and cardinality constraint, Variable Selection Via Thompson Sampling, Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs, Testing Mediation Effects Using Logic of Boolean Matrices, Informative Bayesian neural network priors for weak signals, Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net, An extended linearized alternating direction method of multipliers for fused-Lasso penalized linear regression, SUBiNN: a stacked uni- and bivariate \(k\)NN sparse ensemble, Inducing sparsity via the horseshoe prior in imaging problems, -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model, Penalized estimation of hierarchical Archimedean copula, Back-propagating errors through artificial neural networks for variable selection, Identifying the determinants of lapse rates in life insurance: an automated Lasso approach, Unnamed Item, Grouped penalization estimation of the osteoporosis data in the traditional Chinese medicine, Regularisation, interpolation and visualisation of diffusion tensor images using non-Euclidean statistics, Stochastic correlation coefficient ensembles for variable selection, The Analysis of Alternating Minimization Method for Double Sparsity Constrained Optimization Problem, Practical Absorbing Boundary Conditions for Wave Propagation on Arbitrary Domain, The Lasso for High Dimensional Regression with a Possible Change Point, Learning Chemical Reaction Networks from Trajectory Data, An Efficient Proximal Block Coordinate Homotopy Method for Large-Scale Sparse Least Squares Problems, An efficient Monte Carlo EM algorithm for Bayesian lasso, Regularized receiver operating characteristic-based logistic regression for grouped variable selection with composite criterion, Application of shrinkage estimation in linear regression models with autoregressive errors, Feature selection based on distance correlation: a filter algorithm, Feasibility as a mechanism for model identification and validation, The Penalized Analytic Center Estimator, Nonconcave penalized M-estimation for the least absolute relative errors model, A fast first-order optimization approach to elastoplastic analysis of skeletal structures, Parallel block coordinate minimization with application to group regularized regression, Sparse regularized discriminant analysis with application to microarrays, A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model, Deterministic convergence analysis via smoothing group Lasso regularization and adaptive momentum for Sigma-Pi-Sigma neural network, Strong convergence and bounded perturbation resilience of a modified proximal gradient algorithm, The main contributions of robust statistics to statistical science and a new challenge, Reconstruction of the magnetic particle imaging system matrix using symmetries and compressed sensing, Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty, The use of vector bootstrapping to improve variable selection precision in Lasso models, Finding causative genes from high-dimensional data: an appraisal of statistical and machine learning approaches, High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks, Demand forecasting with high dimensional data: the case of SKU retail sales forecasting with intra- and inter-category promotional information, Fast and scalable Lasso via stochastic Frank-Wolfe methods with a convergence guarantee, MIP-BOOST: Efficient and Effective L0 Feature Selection for Linear Regression, Infinite lattice learner: an ensemble for incremental learning, High-dimensional \(A\)-learning for optimal dynamic treatment regimes, Real-time Bayesian learning and bond return predictability, Sparsity Constrained Estimation in Image Processing and Computer Vision, Robust group identification and variable selection in regression, Bayesian model selection in ordinal quantile regression, Bayesian variable selection for finite mixture model of linear regressions, Benchmarking penalized regression methods in machine learning for single cell RNA sequencing data, Finding Dantzig selectors with a proximity operator based fixed-point algorithm, Semi-parametric order-based generalized multivariate regression, A sparse hierarchical Bayesian model for detecting relevant antigenic sites in virus evolution, Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics, IPF-LASSO: integrative \(L_1\)-penalized regression with penalty factors for prediction based on multi-omics data, Inertial generalized proximal Peaceman-Rachford splitting method for separable convex programming, An Iterative Reduction FISTA Algorithm for Large-Scale LASSO, Stretchy binary classification, Inter-class sparsity based discriminative least square regression, Estimating piecewise monotone signals, Tactical sales forecasting using a very large set of macroeconomic indicators, Sparse dynamical system identification with simultaneous structural parameters and initial condition estimation, Unnamed Item, A generalization of linearized alternating direction method of multipliers for solving two-block separable convex programming, Sparse learning of the disease severity score for high-dimensional data, Identifying local differences with fused-MCP: an apartment rental market case study on geographical segmentation detection, Unnamed Item, Sparse support recovery using correlation information in the presence of additive noise, The construction of transcriptional risk scores for breast cancer based on lightGBM and multiple omics data, Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization, Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso, Error in the reconstruction of nonsparse images, High-dimensional predictive regression in the presence of cointegration, The variational Garrote, Generalized Peaceman-Rachford splitting method with substitution for convex programming, Scenario screen: a dynamic and context dependent P300 stimulator screen aimed at wheelchair navigation control, Bootstrapping least-squares estimates in biochemical reaction networks, Side-information-induced reweighted sparse subspace clustering, Accelerated proximal gradient method for elastoplastic analysis with von Mises yield criterion, A preconditioning approach for improved estimation of sparse polynomial chaos expansions, Selective inference with a randomized response, Least square support tensor regression machine based on submatrix of the tensor, Locally adaptive smoothing with Markov random fields and shrinkage priors, A retail store SKU promotions optimization model for category multi-period profit maximization, Dimensionality reduction by feature clustering for regression problems, Maximum correntropy adaptation approach for robust compressive sensing reconstruction, A user-guided Bayesian framework for ensemble feature selection in life science applications (UBayFS), Sparse principal component analysis via fractional function regularity, Eigenvectors from Eigenvalues Sparse Principal Component Analysis, Proximal gradient method with automatic selection of the parameter by automatic differentiation, Inexact proximal memoryless quasi-Newton methods based on the Broyden family for minimizing composite functions, Sparse common component analysis for multiple high-dimensional datasets via noncentered principal component analysis, Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings, Robust and sparse multigroup classification by the optimal scoring approach, On a gradient-based algorithm for sparse signal reconstruction in the signal/measurements domain, Leave-one-out cross-validation is risk consistent for Lasso, ROS regression: integrating regularization with optimal scaling regression, High-dimensional variable selection via low-dimensional adaptive learning, Sparse regression Chebyshev polynomial interval method for nonlinear dynamic systems under uncertainty, Changepoint detection by the quantile Lasso method, Inertial proximal strictly contractive peaceman-Rachford splitting method with an indefinite term for convex optimization, Influence Diagnostics for High-Dimensional Lasso Regression, Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem, Testing Sparsity-Inducing Penalties, Sparse classification: a scalable discrete optimization perspective, Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case, Iterative algorithm for singularities of inclusion problems in Hadamard manifolds, A guide for sparse PCA: model comparison and applications, Bayesian variable selection in linear regression models with non-normal errors, A Mixed-Integer Fractional Optimization Approach to Best Subset Selection, An indefinite proximal Peaceman-Rachford splitting method with substitution procedure for convex programming, Impact measurement and dimension reduction of auxiliary variables in calibration estimator using the Shapley decomposition, Sparse parameter identification of stochastic dynamical systems, Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data, Existence and uniqueness of solutions to the norm minimum problem on digraphs, Feature selection method based on partial least squares and analysis of traditional Chinese medicine data, The determinants of non-interest income of banks with dominant state capital in Vietnam, Implementation of Basel III regulations in Asia-Pacific, Multimarket contact: board characteristics and bank stability in Vietnam, Shrinkage priors for Bayesian penalized regression, Penalized relative error estimation of functional multiplicative regression models with locally sparse properties, Generalization error bounds of dynamic treatment regimes in penalized regression-based learning, Crossing time windows optimization based on mutual information for hybrid BCI, Lasso Hyperinterpolation Over General Regions, Sparsity-Based MIMO Radars, A Variational Inequality Model for the Construction of Signals from Inconsistent Nonlinear Equations, Locally sparse reconstruction using the \(\ell^{1,\infty}\)-norm
