Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using \ell _{1}-Constrained Quadratic Programming (Lasso)

DOI10.1109/TIT.2009.2016018zbMATH Open1367.62220MaRDI QIDQ4975847FDOQ4975847

Publication date: 8 August 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Quadratic programming (90C20) Ridge regression; shrinkage estimators (Lasso) (62J07) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (only showing first 100 items - show all)

A framework for solving mixed-integer semidefinite programs
Optimal false discovery control of minimax estimators
A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
High-dimensional linear regression with hard thresholding regularization: theory and algorithm
An unbiased approach to compressed sensing
LASSO risk and phase transition under dependence
Simple expressions of the Lasso and SLOPE estimators in low-dimension
A global homogeneity test for high-dimensional linear regression
Revisiting feature selection for linear models with FDR and power guarantees
Regularized estimation of high-dimensional factor-augmented vector autoregressive (FAVAR) models
Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates
Sparse principal component based high-dimensional mediation analysis
Exploiting prior knowledge in compressed sensing to design robust systems for endoscopy image recovery
Boosting with structural sparsity: a differential inclusion approach
Asymptotic theory of $\ell_1$-regularized PDE identification from a single noisy trajectory
A look at robustness and stability of $\ell_1$-versus $\ell_0$-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
Recovering structured signals in noise: least-squares meets compressed sensing
A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates
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Approximate support recovery of atomic line spectral estimation: a tale of resolution and precision
Fundamental limits of exact support recovery in high dimensions
Statistical inference for model parameters in stochastic gradient descent
Which bridge estimator is the best for variable selection?
Model selection with mixed variables on the Lasso path
Consistent multiple changepoint estimation with fused Gaussian graphical models
Iteratively reweighted $\ell_1$-penalized robust regression
Sparse learning via Boolean relaxations
A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations
Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
Evaluating visual properties via robust HodgeRank
Predictor ranking and false discovery proportion control in high-dimensional regression
In defense of the indefensible: a very naïve approach to high-dimensional inference
A convex optimization framework for the identification of homogeneous reaction systems
Adaptive multi-penalty regularization based on a generalized Lasso path
Discussion: Latent variable graphical model selection via convex optimization
Discussion: Latent variable graphical model selection via convex optimization
Variable selection with Hamming loss
L1-norm-based principal component analysis with adaptive regularization
Optimal sparse linear prediction for block-missing multi-modality data without imputation
Provable training set debugging for linear regression
Statistical analysis of sparse approximate factor models
Feature selection for data integration with mixed multiview data
The all-or-nothing phenomenon in sparse linear regression
Spatially relaxed inference on high-dimensional linear models
De-biasing the Lasso with degrees-of-freedom adjustment
Asymptotic theory of the adaptive sparse group Lasso
Robust controllability assessment and optimal actuator placement in dynamic networks
Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
Truncated $L_1$ regularized linear regression: theory and algorithm
Bayesian group selection in logistic regression with application to MRI data analysis
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Information criteria bias correction for group selection
Sparse quadratic classification rules via linear dimension reduction
Adjusting for high-dimensional covariates in sparse precision matrix estimation by $\ell_1$-penalization
Model selection for high-dimensional quadratic regression via regularization
Estimating time-varying networks
The adaptive Lasso in high-dimensional sparse heteroscedastic models
Detection boundary in sparse regression
On the conditions used to prove oracle results for the Lasso
Least squares after model selection in high-dimensional sparse models
Sign-constrained least squares estimation for high-dimensional regression
Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
RIPless compressed sensing from anisotropic measurements
Sparse directed acyclic graphs incorporating the covariates
On semidefinite relaxations for the block model
Discussion: Latent variable graphical model selection via convex optimization
A significance test for the lasso
Bootstrap inference for network construction with an application to a breast cancer microarray study
High-dimensional covariance estimation by minimizing $\ell _{1}$-penalized log-determinant divergence
Sparse semiparametric discriminant analysis
Rejoinder: Latent variable graphical model selection via convex optimization
High-dimensional change-point estimation: combining filtering with convex optimization
The Lasso problem and uniqueness
The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
On constrained and regularized high-dimensional regression
Sparse classification: a scalable discrete optimization perspective
Discussion: ``A significance test for the lasso
Minimax-optimal nonparametric regression in high dimensions
High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
Discussion: Latent variable graphical model selection via convex optimization
SLOPE is adaptive to unknown sparsity and asymptotically minimax
Estimation and variable selection with exponential weights
High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
Prediction and estimation consistency of sparse multi-class penalized optimal scoring
Improved variable selection with forward-lasso adaptive shrinkage
On model selection consistency of regularized M-estimators
Minimax risks for sparse regressions: ultra-high dimensional phenomenons
Two are better than one: fundamental parameters of frame coherence
Nonnegative-Lasso and application in index tracking
A discussion on practical considerations with sparse regression methodologies
A new perspective on least squares under convex constraint
On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
AIC for the Lasso in generalized linear models
A numerical exploration of compressed sampling recovery
A posterior probability approach for gene regulatory network inference in genetic perturbation data
Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
Factor-Adjusted Regularized Model Selection
Nonnegative elastic net and application in index tracking
Rejoinder: ``A significance test for the lasso

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