Pattern recovery and signal denoising by SLOPE when the design matrix is orthogonal

DOI10.37190/0208-4147.00066OpenAlexW4281253159MaRDI QIDQ5871414

Bartosz Kołodziejek, Maciej Wilczyński, Tomasz Skalski, Piotr Graczyk

Publication date: 19 January 2023

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.08573

zbMATH Keywords

SLOPElinear regressionsignal denoising

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Uses Software

• OSCAR
• PDCO
• DMR
• CasANOVA

Cites Work

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• The Adaptive Lasso and Its Oracle Properties
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• Simultaneous Factor Selection and Collapsing Levels in ANOVA
• Atomic Decomposition by Basis Pursuit
• Regularization and model selection with categorical predictors and effect modifiers in generalized linear models
• Sparse index clones via the sorted ℓ₁-Norm
• Simple expressions of the LASSO and SLOPE estimators in low-dimension
• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR

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