Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method

DOI10.1007/s11222-023-10312-5zbMath1523.62023OpenAlexW4387774053MaRDI QIDQ6089205

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

zbMATH Keywords

sparse recovery statistical consistency errors-in-variables model covariate relaxation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Cites Work

Unnamed Item
Measurement error in Lasso: impact and likelihood bias correction
Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
Nearly unbiased variable selection under minimax concave penalty
An $\{\ell_{1},\ell_{2},\ell_{\infty}\}$-regularization approach to high-dimensional errors-in-variables models
Statistics for high-dimensional data. Methods, theory and applications.
Estimation of (near) low-rank matrices with noise and high-dimensional scaling
Variable selection in measurement error models
Sparse recovery under matrix uncertainty
CoCoLasso for high-dimensional error-in-variables regression
High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
Fast global convergence of gradient methods for high-dimensional statistical recovery
Sparse recovery via nonconvex regularized $M$-estimators over $\ell_q$-balls
Maximum likelihood methods in a robust censored errors-in-variables model
On the conditions used to prove oracle results for the Lasso
Scalable interpretable learning for multi-response error-in-variables regression
Simultaneous analysis of Lasso and Dantzig selector
The Dantzig selector: statistical estimation when $p$ is much larger than $n$. (With discussions and rejoinder).
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
High-Dimensional Statistics
High-Dimensional Probability
Model selection in high-dimensional noisy data: a simulation study
Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
Improved matrix uncertainty selector
Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
Linear and Conic Programming Estimators in High Dimensional Errors-in-variables Models

This page was built for publication: Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method