Fitting sparse linear models under the sufficient and necessary condition for model identification

DOI10.1016/J.SPL.2020.108925MaRDI QIDQ826666zbMATH OpenOpenAlexFDO

Authors Jian Huang, Lican Kang, Yu Ling Jiao, Yanyan Liu

Publication date 6 January 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108925

zbMATH Keywords

\( \ell_0\)-penaltyidentifiabilityoracle inequalitysparse linear modelsupport recovery

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A general theory of concave regularization for high-dimensional sparse estimation problems
• Best subset selection via a modern optimization lens
• Estimation and variable selection with exponential weights
• High-dimensional graphs and variable selection with the Lasso
• High-dimensional statistics. A non-asymptotic viewpoint
• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 6982301 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Nearly unbiased variable selection under minimax concave penalty
• On the conditions used to prove oracle results for the Lasso
• Optimal prediction for sparse linear models? Lower bounds for coordinate-separable M-estimators
• Simultaneous analysis of Lasso and Dantzig selector
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(4)

• A data-driven line search rule for support recovery in high-dimensional data analysis
• A Newton-type method for _0-regularized accelerated failure time model under the case-cohort design
• Bias-enhanced support detection and root finding approach
• L ₀ -regularized high-dimensional sparse multiplicative models

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