On the sign recovery by least absolute shrinkage and selection operator, thresholded least absolute shrinkage and selection operator, and thresholded basis pursuit denoising

DOI10.1111/SJOS.12568OpenAlexW2943020023MaRDI QIDQ5887774FDOQ5887774

Authors: Patrick J. C. Tardivel, Małgorzata Bogdan 

Publication date: 13 April 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12568

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zbMATH Keywords

Lassosparsitymultiple regressionbasis pursuitidentifiability conditionsign estimationactive set estimationirrepresentability condition

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (5)

• A power analysis for Model-X knockoffs with \(\ell_p\)-regularized statistics
• Simple expressions of the Lasso and SLOPE estimators in low-dimension
• Thresholded Basis Pursuit: LP Algorithm for Order-Wise Optimal Support Recovery for Sparse and Approximately Sparse Signals From Noisy Random Measurements
• FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
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