Multi-stage Convex Relaxation for Feature Selection

v1v2 (latest)

Multi-stage Convex Relaxation for Feature Selection

3 June 2011

Tong Zhang

ArXiv (abs)PDF HTML

Papers citing "Multi-stage Convex Relaxation for Feature Selection"

9 / 9 papers shown

Title
Nearly unbiased variable selection under minimax concave penalty Cun-Hui Zhang 339 3,568 0 25 Feb 2010
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 281 733 0 05 Oct 2009
Some sharp performance bounds for least squares regression with $L_1$ regularization Tong Zhang 139 270 0 20 Aug 2009
Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models H. Zou Runze Li 303 1,234 0 07 Aug 2008
The sparsity and bias of the Lasso selection in high-dimensional linear regression Cun-Hui Zhang Jian Huang 472 869 0 07 Aug 2008
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators Karim Lounici 496 243 0 30 Jan 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 538 2,531 0 07 Jan 2008
Enhancing Sparsity by Reweighted L1 Minimization Emmanuel J. Candes M. Wakin Stephen P. Boyd 217 5,045 0 10 Nov 2007
Sparsity oracle inequalities for the Lasso F. Bunea Alexandre B. Tsybakov M. Wegkamp 557 472 0 23 May 2007