Consistent tuning parameter selection in high dimensional sparse linear regression
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Model Selection Approach for the Identification of Quantitative Trait Loci in Experimental Crosses
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Estimating the dimension of a model
- Extended Bayesian information criteria for model selection with large model spaces
- For most large underdetermined systems of linear equations the minimal 𝓁1‐norm solution is also the sparsest solution
- Forward regression for ultra-high dimensional variable screening
- Ideal spatial adaptation by wavelet shrinkage
- Lasso-type recovery of sparse representations for high-dimensional data
- Least angle regression. (With discussion)
- Model selection in irregular problems: Applications to mapping quantitative trait loci
- Nonconcave penalized likelihood with a diverging number of parameters.
- On the adaptive elastic net with a diverging number of parameters
- Regularization and Variable Selection Via the Elastic Net
- Shrinkage tuning parameter selection with a diverging number of parameters
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- The risk inflation criterion for multiple regression
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(24)- Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters
- On the choice of high-dimensional regression parameters in Gaussian random tomography
- Globally adaptive quantile regression with ultra-high dimensional data
- A robust and efficient variable selection method for linear regression
- A Unified Framework for Change Point Detection in High-Dimensional Linear Models
- High-dimensional linear regression with hard thresholding regularization: theory and algorithm
- Consistent selection of tuning parameters via variable selection stability
- Consistent model selection criteria on high dimensions
- A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points
- Tuning parameter selection in high dimensional penalized likelihood
- Smooth predictive model fitting in regression
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
- Cross-validation with confidence
- Penalized estimation of threshold auto-regressive models with many components and thresholds
- Tuning parameter selection in sparse regression modeling
- Shrinkage tuning parameter selection with a diverging number of parameters
- Variables selection using \(\mathcal{L}_0\) penalty
- Assessing Tuning Parameter Selection Variability in Penalized Regression
- Sparse group fused Lasso for model segmentation: a hybrid approach
- Regularized latent class analysis with application in cognitive diagnosis
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- scientific article; zbMATH DE number 6283304 (Why is no real title available?)
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