Variable selection and parameter estimation with the Atan regularization method
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 4011660 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6162361 (Why is no real title available?)
- A Statistical View of Some Chemometrics Regression Tools
- A general theory of concave regularization for high-dimensional sparse estimation problems
- A unified approach to model selection and sparse recovery using regularized least squares
- Asymptotics for Lasso-type estimators.
- Bayesian Variable Selection Under Collinearity
- Better Subset Regression Using the Nonnegative Garrote
- Calibrating nonconvex penalized regression in ultra-high dimension
- Consistent model selection criteria on high dimensions
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Estimating the dimension of a model
- Extended Bayesian information criteria for model selection with large model spaces
- Global optimality of nonconvex penalized estimators
- Heuristics of instability and stabilization in model selection
- High dimensional single index models
- Least angle regression. (With discussion)
- Linear Model Selection by Cross-Validation
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Multi-stage convex relaxation for feature selection
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Nonconcave penalized likelihood with a diverging number of parameters.
- On the ``degrees of freedom of the lasso
- On the adaptive elastic net with a diverging number of parameters
- One-step sparse estimates in nonconcave penalized likelihood models
- Partial linear modelling with multi-functional covariates
- Pathwise coordinate optimization
- Regularization and Variable Selection Via the Elastic Net
- Shrinkage tuning parameter selection with a diverging number of parameters
- Smoothly clipped absolute deviation on high dimensions
- Strong oracle optimality of folded concave penalized estimation
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The risk inflation criterion for multiple regression
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Unified LASSO Estimation by Least Squares Approximation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in infinite-dimensional problems
- Variable selection in nonparametric additive models
- Variable selection using MM algorithms
Cited in
(7)- A few theoretical results for Laplace and arctan penalized ordinary least squares linear regression estimators
- A novel nonconvex, smooth-at-origin penalty for statistical learning
- On two recent nonconvex penalties for regularization in machine learning
- An _0-constrained and _1-regularized estimator for graphical models
- Laplace error penalty-based variable selection in high dimension
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty
- Parameter estimation and variable selection via ArctanLASSO
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