A General Theory of Concave Regularization for High Dimensional Sparse
Estimation Problems

A General Theory of Concave Regularization for High Dimensional Sparse Estimation Problems

25 August 2011

Tong Zhang

Papers citing "A General Theory of Concave Regularization for High Dimensional Sparse Estimation Problems"

15 / 15 papers shown

Title
Understanding Best Subset Selection: A Tale of Two C(omplex)ities Saptarshi Roy Ambuj Tewari Ziwei Zhu 131 0 0 16 Jan 2023
Multi-stage Convex Relaxation for Feature Selection Tong Zhang 94 112 0 03 Jun 2011
Scaled Sparse Linear Regression Tingni Sun Cun-Hui Zhang 159 507 0 24 Apr 2011
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 142 672 0 28 Sep 2010
Nearly unbiased variable selection under minimax concave penalty Cun-Hui Zhang 311 3,557 0 25 Feb 2010
$Minimax rates of estimation for high-dimensional linear regression over $\ell_q$-balls$ Minimax rates of estimation for high-dimensional linear regression over $\ell_q$ -balls Garvesh Raskutti Martin J. Wainwright Bin Yu 199 575 0 11 Oct 2009
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 243 731 0 05 Oct 2009
The Dantzig selector and sparsity oracle inequalities V. Koltchinskii 224 134 0 04 Sep 2009
Some sharp performance bounds for least squares regression with $L_1$ regularization Tong Zhang 132 270 0 20 Aug 2009
Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models H. Zou Runze Li 249 1,234 0 07 Aug 2008
The sparsity and bias of the Lasso selection in high-dimensional linear regression Cun-Hui Zhang Jian Huang 394 869 0 07 Aug 2008
Lasso-type recovery of sparse representations for high-dimensional data N. Meinshausen Bin Yu 382 881 0 01 Jun 2008
High-dimensional generalized linear models and the lasso Sara van de Geer 534 755 0 04 Apr 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 451 2,529 0 07 Jan 2008
Sparsity oracle inequalities for the Lasso F. Bunea Alexandre B. Tsybakov M. Wegkamp 472 472 0 23 May 2007