The sparsity and bias of the Lasso selection in high-dimensional linear regression

7 August 2008

Papers citing "The sparsity and bias of the Lasso selection in high-dimensional linear regression"

50 / 241 papers shown

Title
Communication-Efficient l_0 Penalized Least Square Chenqi Gong Hu Yang 58 0 0 01 Apr 2025
Deep Weight Factorization: Sparse Learning Through the Lens of Artificial Symmetries Chris Kolb T. Weber Bernd Bischl David Rügamer 109 0 0 04 Feb 2025
Sparse Linear Regression: Sequential Convex Relaxation, Robust Restricted Null Space Property, and Variable Selection Shujun Bi Yonghua Yang S. Pan 27 0 0 02 Nov 2024
Non-Asymptotic Uncertainty Quantification in High-Dimensional Learning Frederik Hoppe C. M. Verdun Hannah Laus Felix Krahmer Holger Rauhut UQCV 22 1 0 18 Jul 2024
Sparsity-Constraint Optimization via Splicing Iteration Zezhi Wang Jin Zhu Junxian Zhu Borui Tang Hongmei Lin Xueqin Wang 21 1 0 17 Jun 2024
FLIPHAT: Joint Differential Privacy for High Dimensional Sparse Linear Bandits Sunrit Chakraborty Saptarshi Roy Debabrota Basu FedML 31 1 0 22 May 2024
In-Flight Estimation of Instrument Spectral Response Functions Using Sparse Representations Jihanne El Haouari J. Gaucel Christelle Pittet J. Tourneret H. Wendt 13 0 0 08 Apr 2024
On the Computational Complexity of Private High-dimensional Model Selection Saptarshi Roy Zehua Wang Ambuj Tewari 22 0 0 11 Oct 2023
A Consistent and Scalable Algorithm for Best Subset Selection in Single Index Models Borui Tang Jin Zhu Junxian Zhu Xueqin Wang Heping Zhang 11 0 0 12 Sep 2023
Less is More -- Towards parsimonious multi-task models using structured sparsity Richa Upadhyay Ronald Phlypo Rajkumar Saini Marcus Liwicki MoE 17 3 0 23 Aug 2023
Addressing Dynamic and Sparse Qualitative Data: A Hilbert Space Embedding of Categorical Variables Anirban Mukherjee Hannah H. Chang CML 18 0 0 22 Aug 2023
Best-Subset Selection in Generalized Linear Models: A Fast and Consistent Algorithm via Splicing Technique Junxian Zhu Jin Zhu Borui Tang Xuan-qing Chen Hongmei Lin Xueqin Wang 11 2 0 01 Aug 2023
Average case analysis of Lasso under ultra-sparse conditions Koki Okajima Xiangming Meng Takashi Takahashi Y. Kabashima 10 5 0 25 Feb 2023
Understanding Best Subset Selection: A Tale of Two C(omplex)ities Saptarshi Roy Ambuj Tewari Ziwei Zhu 10 0 0 16 Jan 2023
Uncertainty quantification for sparse Fourier recovery F. Hoppe Felix Krahmer C. M. Verdun Marion I. Menzel Holger Rauhut 27 7 0 30 Dec 2022
Thompson Sampling for High-Dimensional Sparse Linear Contextual Bandits Sunrit Chakraborty Saptarshi Roy Ambuj Tewari 13 9 0 11 Nov 2022
Robust Methods for High-Dimensional Linear Learning Ibrahim Merad Stéphane Gaïffas OOD 43 3 0 10 Aug 2022
High Dimensional Generalised Penalised Least Squares Ilias Chronopoulos Katerina Chrysikou G. Kapetanios 10 2 0 14 Jul 2022
Statistical Learning for Individualized Asset Allocation Yi Ding Yingying Li Rui Song 22 0 0 20 Jan 2022
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective Saptarshi Roy Ambuj Tewari Ziwei Zhu 11 4 0 05 Jan 2022
Coordinate Descent for MCP/SCAD Penalized Least Squares Converges Linearly Yuling Jiao Dingwei Li Min Liu Xiliang Lu 36 0 0 18 Sep 2021
Culling the herd of moments with penalized empirical likelihood Jinyuan Chang Zhentao Shi Jia Zhang 33 4 0 07 Aug 2021
Inference for High Dimensional Censored Quantile Regression Z. Fei Qi Zheng H. Hong Yi Li 8 15 0 22 Jul 2021
Chi-square and normal inference in high-dimensional multi-task regression Pierre C. Bellec Gabriel Romon 18 3 0 16 Jul 2021
Feature Grouping and Sparse Principal Component Analysis with Truncated Regularization Haiyan Jiang Shanshan Qin Oscar Hernan Madrid Padilla 17 2 0 25 Jun 2021
Transfer Learning under High-dimensional Generalized Linear Models Ye Tian Yang Feng 29 119 0 29 May 2021
A Splicing Approach to Best Subset of Groups Selection Yanhang Zhang Junxian Zhu Jin Zhu Xueqin Wang 18 18 0 23 Apr 2021
Grouped Variable Selection with Discrete Optimization: Computational and Statistical Perspectives Hussein Hazimeh Rahul Mazumder P. Radchenko 29 27 0 14 Apr 2021
Inference for Low-rank Tensors -- No Need to Debias Dong Xia Anru R. Zhang Yuchen Zhou 29 18 0 29 Dec 2020
The Emerging Trends of Multi-Label Learning Weiwei Liu Haobo Wang Xiaobo Shen Ivor W. Tsang 35 252 0 23 Nov 2020
A general theory of regression adjustment for covariate-adaptive randomization: OLS, Lasso, and beyond Hanzhong Liu Fuyi Tu Wei Ma CML 7 21 0 19 Nov 2020
Adaptive Estimation In High-Dimensional Additive Models With Multi-Resolution Group Lasso Yi-Bo Yao Cun-Hui Zhang 33 0 0 13 Nov 2020
A Feasible Level Proximal Point Method for Nonconvex Sparse Constrained Optimization Digvijay Boob Qi Deng Guanghui Lan Yilin Wang 12 9 0 23 Oct 2020
Consistent Feature Selection for Analytic Deep Neural Networks Vu C. Dinh L. Ho FAtt 8 37 0 16 Oct 2020
Variational approximations of empirical Bayes posteriors in high-dimensional linear models Yue Yang Ryan Martin 22 7 0 31 Jul 2020
Lasso Inference for High-Dimensional Time Series R. Adámek Stephan Smeekes Ines Wilms AI4TS 26 33 0 21 Jul 2020
Sapphire: Automatic Configuration Recommendation for Distributed Storage Systems Wenhao Lyu Youyou Lu J. Shu Wei Zhao 16 7 0 07 Jul 2020
$$\ell_0$-Regularized High-dimensional Accelerated Failure Time Model$ $\ell_0$ -Regularized High-dimensional Accelerated Failure Time Model Xingdong Feng Jian Huang Yuling Jiao Shuang Zhang 11 0 0 09 Feb 2020
De-biasing convex regularized estimators and interval estimation in linear models Pierre C. Bellec Cun-Hui Zhang 21 20 0 26 Dec 2019
Distributed Machine Learning with Sparse Heterogeneous Data Dominic Richards S. Negahban Patrick Rebeschini FedML 10 6 0 03 Dec 2019
$Sparse recovery via nonconvex regularized $M$-estimators over $\ell_q$-balls$ Sparse recovery via nonconvex regularized $M$ -estimators over $\ell_q$ -balls Xin Li Dongya Wu Chong Li Jinhua Wang J. Yao FedML 21 4 0 19 Nov 2019
$Sparse estimation via $\ell_q$ optimization method in high-dimensional linear regression$ Sparse estimation via $\ell_q$ optimization method in high-dimensional linear regression X. Li Yaohua Hu Chong Li Xiaoqi Yang T. Jiang 14 0 0 12 Nov 2019
A Survey of Tuning Parameter Selection for High-dimensional Regression Y. Wu Lan Wang 39 35 0 10 Aug 2019
Bayesian Automatic Relevance Determination for Utility Function Specification in Discrete Choice Models Filipe Rodrigues Nicola Ortelli M. Bierlaire Francisco Câmara Pereira 17 17 0 10 Jun 2019
Vector-Valued Graph Trend Filtering with Non-Convex Penalties R. Varma Harlin Lee J. Kovacevic Yuejie Chi 8 33 0 29 May 2019
Integrated conditional moment test and beyond: when the number of covariates is divergent Falong Tan Lixing Zhu 18 7 0 20 May 2019
Feature Selection for Data Integration with Mixed Multi-view Data Yulia Baker Tiffany M. Tang Genevera I. Allen 9 15 0 27 Mar 2019
Optimal Linear Discriminators For The Discrete Choice Model In Growing Dimensions Debarghya Mukherjee Moulinath Banerjee Yaácov Ritov 15 8 0 24 Mar 2019
Bayesian Factor-adjusted Sparse Regression Jianqing Fan Bai Jiang Qiang Sun 27 5 0 23 Mar 2019
High-Dimensional Bernoulli Autoregressive Process with Long-Range Dependence Parthe Pandit Mojtaba Sahraee-Ardakan Arash A. Amini S. Rangan A. Fletcher 21 0 0 19 Mar 2019