Simultaneous Support Recovery in High Dimensions: Benefits and Perils of Block \ell _{1}/\ell _{\infty} -Regularization

DOI10.1109/TIT.2011.2144150zbMATH Open1365.62274OpenAlexW1480312878MaRDI QIDQ5273638FDOQ5273638

Authors: Sahand Negahban, Martin J. Wainwright 

Publication date: 12 July 2017

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

Full work available at URL: https://doi.org/10.1109/tit.2011.2144150

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Quadratic programming (90C20) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Cited In (15)

• Convex support vector regression
• Block-diagonal precision matrix regularization for ultra-high dimensional data
• A no-free-lunch theorem for multitask learning
• Discrete optimization methods for group model selection in compressed sensing
• Variable selection and collinearity processing for multivariate data via row-elastic-net regularization
• Low complexity regularization of linear inverse problems
• Detecting clusters in multivariate response regression
• \(L_1\)-regularized least squares for support recovery of high dimensional single index models with Gaussian designs
• On group-wise \(\ell_p\) regularization: theory and efficient algorithms
• Structured estimation for the nonparametric Cox model
• Modeling association between multivariate correlated outcomes and high-dimensional sparse covariates: the adaptive SVS method
• On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
• Structured sparsity through convex optimization
• Non-convex penalized multitask regression using data depth-based penalties

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