Variables selection using \(\mathcal{L}_0\) penalty
From MaRDI portal
Publication:6071717
DOI10.1016/j.csda.2023.107860OpenAlexW4387046694MaRDI QIDQ6071717
Publication date: 28 November 2023
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2023.107860
consistencyhigh-dimensional datageneralized linear modelspenalized maximum likelihoodgeneralized information criterionmodel size
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sure independence screening in generalized linear models with NP-dimensionality
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Consistent tuning parameter selection in high dimensional sparse linear regression
- A functional central limit theorem for weakly dependent sequences of random variables
- Relaxed Lasso
- Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions
- A comparison of programming languages in macroeconomics
- Efficient regularized regression with \(L_0\) penalty for variable selection and network construction
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- Calibrating nonconvex penalized regression in ultra-high dimension
- Forward Regression for Ultra-High Dimensional Variable Screening
- Some Useful Functions for Functional Limit Theorems
- Computational Complexity of Discrete Optimization Problems
- Asymptotic Statistics
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
- A polynomial algorithm for best-subset selection problem
- Regularization Parameter Selections via Generalized Information Criterion
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
- The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums
- Tuning Parameter Selection in High Dimensional Penalized Likelihood
This page was built for publication: Variables selection using \(\mathcal{L}_0\) penalty