Introduction to the special issue on sparsity and regularization methods

DOI10.1214/12-STS409zbMath1331.00046arXiv1301.0211OpenAlexW2010732715MaRDI QIDQ5965302

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Publication date: 3 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.0211

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15)

Related Items (1)

Weighted Bayesian bootstrap for scalable posterior distributions

Cites Work

• Estimating the dimension of a model
• High-dimensional graphs and variable selection with the Lasso
• Model Selection and Estimation in Regression with Grouped Variables
• Some Comments on C P
• Structured sparsity through convex optimization
• Quasi-likelihood and/or robust estimation in high dimensions
• A selective review of group selection in high-dimensional models
• High-dimensional regression with unknown variance
• Sparse nonparametric graphical models
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
• Sparse estimation by exponential weighting
• A general theory of concave regularization for high-dimensional sparse estimation problems
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