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)

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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
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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
Recovery of partly sparse and dense signals
Sharp recovery bounds for convex demixing, with applications
Sparse high-dimensional regression: exact scalable algorithms and phase transitions
Discussion: ``A significance test for the lasso
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Learning high-dimensional Gaussian linear structural equation models with heterogeneous error variances
A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model
Penalized logspline density estimation using total variation penalty
Sparse regression: scalable algorithms and empirical performance
Sorted concave penalized regression
Bayesian augmented Lagrangian algorithm for system identification
Multi-stage convex relaxation for feature selection
A general family of trimmed estimators for robust high-dimensional data analysis
Adaptive log-density estimation
The generalized Lasso problem and uniqueness
Model selection consistency of Lasso for empirical data
Generalized Kalman smoothing: modeling and algorithms
Discussion: Latent variable graphical model selection via convex optimization
Sharp support recovery from noisy random measurements by $\ell_1$-minimization
Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data
Oracle inequalities for high-dimensional prediction
Low complexity regularization of linear inverse problems
Discussion: Latent variable graphical model selection via convex optimization
A tight bound of hard thresholding
A tuning-free robust and efficient approach to high-dimensional regression
A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
Prediction error bounds for linear regression with the TREX
Sparse recovery via differential inclusions
Subspace clustering of high-dimensional data: a predictive approach
Perspective functions: proximal calculus and applications in high-dimensional statistics
Variable selection, monotone likelihood ratio and group sparsity
Sparse linear models and $l_1$-regularized 2SLS with high-dimensional endogenous regressors and instruments
Clustering High-Dimensional Data via Feature Selection
Sparse high-dimensional linear regression. Estimating squared error and a phase transition
On the sign consistency of the Lasso for the high-dimensional Cox model
Multivariate factorizable expectile regression with application to fMRI data
Adaptive Huber Regression
Second-order Stein: SURE for SURE and other applications in high-dimensional inference
Robust inference for high‐dimensional single index models
CAM: causal additive models, high-dimensional order search and penalized regression
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Sparse approximation over the cube
A relaxed-PPA contraction method for sparse signal recovery
Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems
Penalized wavelet estimation and robust denoising for irregular spaced data

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