Best subset selection for high-dimensional non-smooth models using iterative hard thresholding
From MaRDI portal
Publication:6494641
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Bahadur representation of the linear support vector machine
- An error bound for \(L_1\)-norm support vector machine coefficients in ultra-high dimension
- Atomic decomposition by basis pursuit
- Convex optimization: algorithms and complexity
- Estimation of Extreme Conditional Quantiles Through Power Transformation
- Estimation of high conditional quantiles for heavy-tailed distributions
- Fast global convergence of gradient methods for high-dimensional statistical recovery
- High-dimensional statistics. A non-asymptotic viewpoint
- Joint tracking of multiple quantiles through conditional quantiles
- Least squares after model selection in high-dimensional sparse models
- Lectures on convex optimization
- Likelihood-based selection and sharp parameter estimation
- Nearly unbiased variable selection under minimax concave penalty
- One-step sparse estimates in nonconcave penalized likelihood models
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
- Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
- Pegasos: primal estimated sub-gradient solver for SVM
- Regression Quantiles
- Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
- Sparse Approximate Solutions to Linear Systems
- Support-vector networks
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable selection for support vector machines in moderately high dimensions
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weak convergence and empirical processes. With applications to statistics
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
This page was built for publication: Best subset selection for high-dimensional non-smooth models using iterative hard thresholding
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6494641)