SLOPE-adaptive variable selection via convex optimization
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DOI10.1214/15-AOAS842zbMath1454.62212arXiv1407.3824OpenAlexW1916786071WikidataQ40166307 ScholiaQ40166307MaRDI QIDQ902886
Chiara Sabatti, Ewout van den Berg, Małgorzata Bogdan, Emmanuel J. Candès, Weijie Su, Małgorzata Bogdan, Chiara Sabatti, Weijie Su, Ewout van Den Berg, Emmanuel J. Candès
Publication date: 4 January 2016
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.3824
variable selectionfalse discovery rateLassosparse regressionsorted \(\ell_{1}\) penalized estimation (SLOPE)
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Uses Software
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