Relaxed Lasso

DOI10.1016/J.CSDA.2006.12.019MaRDI QIDQ1020826zbMATH OpenOpenAlexWikidataFDO

Authors Nicolai Meinshausen

Publication date 2 June 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2006.12.019

zbMATH Keywords

Lassodimensionality reductionhigh dimensionality\(\ell_q\)-norm penalisationbridge estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

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Cited in

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• SLOPE-adaptive variable selection via convex optimization
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• Pursuing sparsity and homogeneity for multi-source high-dimensional current status data
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• On the Effect and Remedies of Shrinkage on Classification Probability Estimation
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• Lazy lasso for local regression
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• Improving the prediction performance of the Lasso by subtracting the additive structural noises
• Sign-constrained least squares estimation for high-dimensional regression
• Degrees of Freedom: Search Cost and Self-Consistency
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• Multi-stage convex relaxation for feature selection
• Projective inference in high-dimensional problems: prediction and feature selection
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• Some theoretical results on the grouped variables Lasso
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• A Bayesian lasso via reversible-jump MCMC
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• Sparse regulatory networks
• Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso
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• Detection of gene-gene interactions using multistage sparse and low-rank regression
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• Clustering, multicollinearity, and singular vectors
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• Regression trees with fused leaves
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• On Lasso refitting strategies
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• Optimal EMG placement for a robotic prosthesis controller with sequential, adaptive functional estimation (SAFE)
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• Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm
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• Empirical likelihood test for high dimensional linear models

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