L1-Penalized Quantile Regression in High-Dimensional Sparse Models

19 April 2009

Papers citing "L1-Penalized Quantile Regression in High-Dimensional Sparse Models"

31 / 31 papers shown

Title
Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation Jikai Jin Vasilis Syrgkanis CML 67 1 0 22 Feb 2024
Extended ADMM for general penalized quantile regression with linear constraints in big data Yongxin Liu Peng Zeng 14 0 0 12 May 2023
Neighborhood Adaptive Estimators for Causal Inference under Network Interference A. Belloni Fei Fang A. Volfovsky CML 38 6 0 07 Dec 2022
High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization Kean Ming Tan Lan Wang Wen-Xin Zhou 29 56 0 12 Sep 2021
Flexible Model Aggregation for Quantile Regression Rasool Fakoor Tae-Soo Kim Jonas W. Mueller Alexander J. Smola R. Tibshirani 17 19 0 26 Feb 2021
Support estimation in high-dimensional heteroscedastic mean regression P. Hermann H. Holzmann 28 0 0 03 Nov 2020
Testing Conditional Independence via Quantile Regression Based Partial Copulas Lasse Petersen N. Hansen 19 14 0 29 Mar 2020
A Survey of Tuning Parameter Selection for High-dimensional Regression Y. Wu Lan Wang 39 35 0 10 Aug 2019
Machine learning in policy evaluation: new tools for causal inference N. Kreif K. DiazOrdaz ELM CML 16 45 0 01 Mar 2019
Error bounds for sparse classifiers in high-dimensions Antoine Dedieu 20 7 0 07 Oct 2018
A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment M. Harding Carlos Lamarche 14 9 0 09 Aug 2018
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 26 67 0 05 Jun 2018
Learning non-smooth models: instrumental variable quantile regressions and related problems Yinchu Zhu 11 5 0 17 May 2018
Fine-Gray competing risks model with high-dimensional covariates: estimation and Inference Jue Hou Jelena Bradic R. Xu 30 0 0 29 Jul 2017
Adaptive Huber Regression Qiang Sun Wen-Xin Zhou Jianqing Fan 48 277 0 21 Jun 2017
Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions Pierre Alquier V. Cottet Guillaume Lecué 32 59 0 05 Feb 2017
Variable selection and structure identification for varying coefficient Cox models Toshio Honda Ryota Yabe 27 9 0 19 Jul 2016
Bayesian quantile additive regression trees B. Kindo Hao Wang T. Hanson Edsel A. Peña 17 5 0 10 Jul 2016
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk A. Belloni Mingli Chen Victor Chernozhukov 17 7 0 01 Jul 2016
A General Framework for Robust Testing and Confidence Regions in High-Dimensional Quantile Regression Tianqi Zhao Mladen Kolar Han Liu 33 43 0 30 Dec 2014
Robust Estimation of High-Dimensional Mean Regression Jianqing Fan Quefeng Li Yuyan Wang 31 30 0 08 Oct 2014
Censored linear model in high dimensions Patrice Müller Sara van de Geer 41 21 0 03 May 2014
The Lasso for High-Dimensional Regression with a Possible Change-Point S. Lee M. Seo Youngki Shin 66 124 0 21 Sep 2012
Local Quantile Regression V. Spokoiny Weining Wang W. Hardle 37 63 0 27 Aug 2012
Adaptive robust variable selection Jianqing Fan Yingying Fan Emre Barut 93 200 0 22 May 2012
Endogeneity in high dimensions Jianqing Fan Yuan Liao 71 103 0 25 Apr 2012
Prediction of quantiles by statistical learning and application to GDP forecasting Pierre Alquier Xiaoyin Li AI4TS 54 14 0 20 Feb 2012
Sparsity considerations for dependent observations Pierre Alquier P. Doukhan 52 19 0 08 Feb 2011
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 62 667 0 28 Sep 2010
Taking Advantage of Sparsity in Multi-Task Learning Karim Lounici Massimiliano Pontil Alexandre B. Tsybakov Sara van de Geer 181 292 0 09 Mar 2009
High-dimensional generalized linear models and the lasso Sara van de Geer 189 750 0 04 Apr 2008