The constrained Dantzig selector with enhanced consistency

MaRDI QIDQ2834437zbMATH OpenFDO

Authors Yinfei Kong, Zemin Zheng, Jinchi Lv

Publication date 22 November 2016

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1605.03311, http://jmlr.csail.mit.edu/papers/v17/14-513.html

zbMATH Keywords

compressed sensingDantzig selectorfinite sampleregularization methodssparse modelingultra-high dimensionality

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of mathematical programming (90C90) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

• Model selection consistency of Dantzig selector
• A generalized Dantzig selector with shrinkage tuning
• An alternating direction method for finding Dantzig selectors
• On constrained stochastic optimal parameter selection problems
• Finding Dantzig selectors with a proximity operator based fixed-point algorithm
• A remark on the Lasso and the Dantzig selector
• Constrained Consensus-Based Optimization
• Strongly consistent model selection for densities
• The Dantzig selector and sparsity oracle inequalities

Cited in

(8)

• Balanced estimation for high-dimensional measurement error models
• Hard thresholding regression
• Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
• A multi-stage framework for Dantzig selector and LASSO
• High-dimensional statistical inference via DATE
• Variable screening in multivariate linear regression with high-dimensional covariates
• Scalable and efficient inference via CPE
• Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs

This page was built for publication: The constrained Dantzig selector with enhanced consistency

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2834437)