The lasso under Poisson-like heteroscedasticity

MaRDI QIDQ4908783zbMATH OpenFDO

Authors Jinzhu Jia, Karl Rohe, Bin Yu

Publication date 7 March 2013

Full work available at URL https://arxiv.org/abs/1011.1026, https://semanticscholar.org/paper/0bb6995de79c94a138deef92893bb7a1a8ec3ec2

zbMATH Keywords

sign consistency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Biomedical imaging and signal processing (92C55)

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Cited in

(10)

• Estimating linear functionals of a sparse family of Poisson means
• On stepwise pattern recovery of the fused Lasso
• Sparse Poisson regression with penalized weighted score function
• Orthogonal one step greedy procedure for heteroscedastic linear models
• Joint estimation and variable selection for mean and dispersion in proper dispersion models
• Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
• Sparsely restricted penalized estimators
• Asymptotic theory of _1-regularized PDE identification from a single noisy trajectory
• Variance-stabilization-based compressive inversion under Poisson or Poisson–Gaussian noise with analytical bounds
• Mixed Lasso estimator for stochastic restricted regression models

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