- A unified approach to model selection and sparse recovery using regularized least squares
- Beyond Lasso: A Survey of Nonconvex Regularization in Gaussian Graphical Models
- Confidence intervals for high-dimensional inverse covariance estimation
- Nearly unbiased variable selection under minimax concave penalty
- SparseNet: Coordinate Descent With Nonconvex Penalties
- Variable Selection and Parameter Estimation with the Atan Regularization Method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and estimation using a continuous approximation to the L₀ L 0 penalty
- Variable selection and estimation with the seamless-L0 penalty models
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