Discussion: One-step sparse estimates in nonconcave penalized likelihood models
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Publication:5966368
DOI10.1214/07-AOS0316CzbMath1282.62110arXiv0808.1025OpenAlexW2086621676MaRDI QIDQ5966368
Publication date: 28 August 2008
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0808.1025
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Related Items (5)
A Unified View of Exact Continuous Penalties for $\ell_2$-$\ell_0$ Minimization ⋮ Majorization-minimization algorithms for nonsmoothly penalized objective functions ⋮ Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator ⋮ Nearly unbiased variable selection under minimax concave penalty ⋮ Fast selection of nonlinear mixed effect models using penalized likelihood
Cites Work
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- Nonconcave penalized likelihood with a diverging number of parameters.
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- High-dimensional graphs and variable selection with the Lasso
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A Statistical View of Some Chemometrics Regression Tools
- For most large underdetermined systems of equations, the minimal 𝓁1‐norm near‐solution approximates the sparsest near‐solution
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