Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method
DOI10.1007/S11222-023-10312-5zbMATH Open1523.62023OpenAlexW4387774053MaRDI QIDQ6089205FDOQ6089205
Publication date: 17 November 2023
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-023-10312-5
Recommendations
- Linear and Conic Programming Estimators in High Dimensional Errors-in-variables Models
- An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models
- On parameter estimation for high dimensional errors-in-variables models
- Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity
- CoCoLasso for high-dimensional error-in-variables regression
Computational methods for problems pertaining to statistics (62-08) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)
Cites Work
- Nearly unbiased variable selection under minimax concave penalty
- Measurement error in Lasso: impact and likelihood bias correction
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- Statistics for high-dimensional data. Methods, theory and applications.
- On the conditions used to prove oracle results for the Lasso
- Simultaneous analysis of Lasso and Dantzig selector
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Improved matrix uncertainty selector
- Variable selection in measurement error models
- Sparse recovery under matrix uncertainty
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
- High-dimensional statistics. A non-asymptotic viewpoint
- High-dimensional probability. An introduction with applications in data science
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
- An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models
- Fast global convergence of gradient methods for high-dimensional statistical recovery
- Maximum likelihood methods in a robust censored errors-in-variables model
- CoCoLasso for high-dimensional error-in-variables regression
- Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls
- Linear and Conic Programming Estimators in High Dimensional Errors-in-variables Models
- Scalable interpretable learning for multi-response error-in-variables regression
- Model selection in high-dimensional noisy data: a simulation study
Cited In (5)
- CoCoLasso for high-dimensional error-in-variables regression
- An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models
- Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression
- Scalable interpretable learning for multi-response error-in-variables regression
- Errors-in-variables models with dependent measurements
This page was built for publication: Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6089205)
