Discussion: One-step sparse estimates in nonconcave penalized likelihood models: Who cares if it is a white cat or a black cat?

DOI10.1214/07-AOS0316BzbMATH Open1282.62104arXiv0808.1016OpenAlexW3099027491MaRDI QIDQ939652FDOQ939652

Authors: Xiao-Li Meng 

Publication date: 28 August 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: Discussion of ``One-step sparse estimates in nonconcave penalized likelihood models [arXiv:0808.1012]

Full work available at URL: https://arxiv.org/abs/0808.1016

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Empirical Bayes selection of wavelet thresholds
• Wavelet Thresholding via A Bayesian Approach
• Title not available (Why is that?)
• A Theory of Statistical Models for Monte Carlo Integration
• Fast EM-type Implementations for Mixed Effects Models
• On the rate of convergence of the ECM algorithm
• On the global and componentwise rates of convergence of the EM algorithm
• Title not available (Why is that?)
• Yokes and symplectic structures
• Yokes and tensors derived from yokes
• Title not available (Why is that?)

Cited In (4)

• Decoding the h-likelihood
• A penalized likelihood method for structural equation modeling
• Achieving the oracle property of OEM with nonconvex penalties
• Discussion: One-step sparse estimates in nonconcave penalized likelihood models

Uses Software

• EBayesThresh

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