Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models

7 August 2008

Papers citing "Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models"

16 / 216 papers shown

Title
Non-Concave Penalized Likelihood with NP-Dimensionality Jianqing Fan Jinchi Lv 74 401 0 06 Oct 2009
Structured Sparse Principal Component Analysis Rodolphe Jenatton G. Obozinski Francis R. Bach 100 352 0 08 Sep 2009
Tuning parameter selection for penalized likelihood estimation of inverse covariance matrix Xin Gao Daniel Q. Pu Yuehua Wu Hong Xu 63 11 0 04 Sep 2009
A unified approach to model selection and sparse recovery using regularized least squares Jinchi Lv Yingying Fan 65 357 0 21 May 2009
Sure independence screening in generalized linear models with NP-dimensionality Jianqing Fan Rui Song 65 633 0 30 Mar 2009
Adaptive Lasso for High Dimensional Regression and Gaussian Graphical Modeling Shuheng Zhou Sara van de Geer Peter Buhlmann 85 80 0 13 Mar 2009
Estimating time-varying networks Mladen Kolar Le Song Amr Ahmed Eric P. Xing AI4TS 78 309 0 30 Dec 2008
Thresholding-based Iterative Selection Procedures for Model Selection and Shrinkage Yiyuan She 69 156 0 30 Dec 2008
Ultrahigh dimensional variable selection: beyond the linear model Jianqing Fan Richard Samworth Yichao Wu 56 52 0 17 Dec 2008
Some Two-Step Procedures for Variable Selection in High-Dimensional Linear Regression Jian Zhang Xinge Jessie Jeng Han Liu 85 12 0 09 Oct 2008
Estimation of Large Precision Matrices Through Block Penalization Clifford Lam 55 1 0 26 May 2008
High-dimensional generalized linear models and the lasso Sara van de Geer 189 749 0 04 Apr 2008
$Least angle and $\ell_1$ penalized regression: A review$ Least angle and $\ell_1$ penalized regression: A review Tim Hesterberg Nam-Hee Choi L. Meier C. Fraley 123 299 0 07 Feb 2008
$Smoothing $\ell_1$-penalized estimators for high-dimensional time-course data$ Smoothing $\ell_1$ -penalized estimators for high-dimensional time-course data L. Meier Peter Buhlmann AI4TS 86 25 0 11 Dec 2007
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 80 606 0 26 Nov 2007
Enhancing Sparsity by Reweighted L1 Minimization Emmanuel J. Candes M. Wakin Stephen P. Boyd 70 5,018 0 10 Nov 2007