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
The Discrete Dantzig Selector: Estimating Sparse Linear Models via Mixed Integer Linear Optimization Rahul Mazumder P. Radchenko 9 41 0 08 Aug 2015
Best Subset Selection via a Modern Optimization Lens Dimitris Bertsimas Angela King Rahul Mazumder 30 657 0 11 Jul 2015
Uncertainty Quantification Under Group Sparsity Qing Zhou Seunghyun Min 12 3 0 05 Jul 2015
No penalty no tears: Least squares in high-dimensional linear models Xiangyu Wang David B. Dunson Chenlei Leng 47 14 0 07 Jun 2015
A General Framework for Bayes Structured Linear Models Chao Gao A. van der Vaart Harrison H. Zhou 32 58 0 06 Jun 2015
Sparse and Robust Linear Regression: An Optimization Algorithm and Its Statistical Properties Shota Katayama Hironori Fujisawa 35 10 0 20 May 2015
The Knowledge Gradient Policy Using A Sparse Additive Belief Model Yan Li Han Liu Warrren B Powell BDL 46 3 0 18 Mar 2015
Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables Damian Kozbur CML 35 12 0 18 Mar 2015
Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates Agathe Guilloux Sarah Lemler M. Taupin 43 6 0 01 Mar 2015
Sparse Multivariate Factor Regression M. Kharratzadeh Mark J. Coates 34 4 0 25 Feb 2015
On the consistency theory of high dimensional variable screening Xiangyu Wang Chenlei Leng David B. Dunson 34 9 0 24 Feb 2015
Uniform Inference in High-dimensional Dynamic Panel Data Models Anders Bredahl Kock Haihan Tang 48 24 0 02 Jan 2015
On Semiparametric Exponential Family Graphical Models Zhuoran Yang Y. Ning Han Liu 33 32 0 30 Dec 2014
Pathwise Coordinate Optimization for Sparse Learning: Algorithm and Theory T. Zhao Han Liu Tong Zhang 32 46 0 23 Dec 2014
Valid uncertainty quantification about the model in a linear regression setting Ryan Martin Huiping Xu Zuoyi Zhang Chuanhai Liu 26 3 0 16 Dec 2014
The Benefit of Group Sparsity in Group Inference with De-biased Scaled Group Lasso Ritwik Mitra Cun-Hui Zhang 36 46 0 13 Dec 2014
Group Regularized Estimation under Structural Hierarchy Yiyuan She Zhifeng Wang He Jiang 43 47 0 17 Nov 2014
Bootstrap-Based Regularization for Low-Rank Matrix Estimation Julie Josse Stefan Wager 21 18 0 30 Oct 2014
Mean and variance estimation in high-dimensional heteroscedastic models with non-convex penalties James Sharpnack Mladen Kolar 21 1 0 29 Oct 2014
Empirical Bayes posterior concentration in sparse high-dimensional linear models Ryan Martin Raymond Mess S. Walker 43 102 0 30 Jun 2014
Controlling the false discovery rate via knockoffs Rina Foygel Barber Emmanuel J. Candès 36 740 0 22 Apr 2014
Adaptive Estimation in Two-way Sparse Reduced-rank Regression Zhuang Ma Zongming Ma Tingni Sun 40 34 0 08 Mar 2014
Bayesian linear regression with sparse priors I. Castillo Johannes Schmidt-Hieber A. van der Vaart 52 376 0 04 Mar 2014
Minimax-optimal nonparametric regression in high dimensions Yun Yang S. Tokdar 38 92 0 28 Jan 2014
Feature Augmentation via Nonparametrics and Selection (FANS) in High Dimensional Classification Jianqing Fan Yang Feng Jiancheng Jiang X. Tong 63 42 0 31 Dec 2013
Hierarchical Testing in the High-Dimensional Setting with Correlated Variables Jacopo Mandozzi Peter Buhlmann 52 37 0 19 Dec 2013
Recursive Compressed Sensing N. Freris Orhan Öçal M. Vetterli 42 6 0 17 Dec 2013
Semi-Penalized Inference with Direct False Discovery Rate Control in High-Dimensions Jian Huang Shuangge Ma Cun-Hui Zhang Yong Zhou 57 6 0 29 Nov 2013
Calibrating nonconvex penalized regression in ultra-high dimension Lan Wang Yongdai Kim Runze Li 67 169 0 20 Nov 2013
CAM: Causal additive models, high-dimensional order search and penalized regression Peter Buhlmann J. Peters J. Ernest CML 45 319 0 06 Oct 2013
A Unified Primal Dual Active Set Algorithm for Nonconvex Sparse Recovery Jian Huang Yuling Jiao Bangti Jin Jin Liu Xiliang Lu Can Yang 57 0 0 04 Oct 2013
Asymptotic normality and optimalities in estimation of large Gaussian graphical models Zhao Ren Tingni Sun Cun-Hui Zhang Harrison H. Zhou 66 244 0 24 Sep 2013
Group Lasso for generalized linear models in high dimension Mélanie Blazère Jean-Michel Loubes Fabrice Gamboa 49 29 0 11 Aug 2013
Rates of convergence of the Adaptive LASSO estimators to the Oracle distribution and higher order refinements by the bootstrap A. Chatterjee S. Lahiri 34 96 0 08 Jul 2013
Asymptotic Properties of Lasso+mLS and Lasso+Ridge in Sparse High-dimensional Linear Regression Hanzhong Liu Bin Yu 38 88 0 24 Jun 2013
Optimal computational and statistical rates of convergence for sparse nonconvex learning problems Zhaoran Wang Han Liu Tong Zhang 25 175 0 20 Jun 2013
Oracle inequalities for the lasso in the Cox model Jian Huang Tingni Sun Z. Ying Yibin Yu Cun-Hui Zhang 47 125 0 20 Jun 2013
Assumptionless consistency of the Lasso S. Chatterjee 28 52 0 23 Mar 2013
Estimation Stability with Cross Validation (ESCV) Chinghway Lim Bin Yu 41 106 0 13 Mar 2013
On asymptotically optimal confidence regions and tests for high-dimensional models Sara van de Geer Peter Buhlmann Yaácov Ritov Ruben Dezeure 46 1,128 0 03 Mar 2013
Bayesian Ultrahigh-Dimensional Screening Via MCMC Zuofeng Shang Ping Li 45 2 0 05 Feb 2013
Fixed effects Selection in high dimensional Linear Mixed Models F. Rohart M. San-Cristobal Béatrice Laurent 32 1 0 27 Jan 2013
On pattern recovery of the fused Lasso Junyang Qian Jinzhu Jia 35 16 0 22 Nov 2012
Needles and Straw in a Haystack: Posterior concentration for possibly sparse sequences I. Castillo A. van der Vaart 40 250 0 06 Nov 2012
APPLE: Approximate Path for Penalized Likelihood Estimators Yi Yu Yang Feng 54 13 0 02 Nov 2012
Multi-Stage Multi-Task Feature Learning Pinghua Gong Jieping Ye Changshui Zhang 56 158 0 22 Oct 2012
Correlated variables in regression: clustering and sparse estimation Peter Buhlmann Philipp Rutimann Sara van de Geer Cun-Hui Zhang 80 181 0 26 Sep 2012
Towards Ultrahigh Dimensional Feature Selection for Big Data Mingkui Tan Ivor W. Tsang Li Wang 48 154 0 24 Sep 2012
Preconditioning to comply with the Irrepresentable Condition Jinzhu Jia Karl Rohe 33 25 0 28 Aug 2012
Group Iterative Spectrum Thresholding for Super-Resolution Sparse Spectral Selection Yiyuan She Huanghuang Li Jiangping Wang Dapeng Oliver Wu 38 20 0 28 Jul 2012