Strong oracle optimality of folded concave penalized estimation

22 October 2012

Papers citing "Strong oracle optimality of folded concave penalized estimation"

50 / 51 papers shown

Title
Sparse Linear Regression: Sequential Convex Relaxation, Robust Restricted Null Space Property, and Variable Selection Shujun Bi Yonghua Yang S. Pan 30 0 0 02 Nov 2024
Better Locally Private Sparse Estimation Given Multiple Samples Per User Yuheng Ma Ke Jia Hanfang Yang FedML 36 1 0 08 Aug 2024
AdaTrans: Feature-wise and Sample-wise Adaptive Transfer Learning for High-dimensional Regression Zelin He Ying Sun Jingyuan Liu Runze Li 34 1 0 20 Mar 2024
Efficient Sparse Least Absolute Deviation Regression with Differential Privacy Weidong Liu Xiaojun Mao Xiaofei Zhang Xin Zhang 20 2 0 02 Jan 2024
Metric Entropy-Free Sample Complexity Bounds for Sample Average Approximation in Convex Stochastic Programming Hongcheng Liu Jindong Tong 13 1 0 01 Jan 2024
A unified consensus-based parallel ADMM algorithm for high-dimensional regression with combined regularizations Xiaofei Wu Zhimin Zhang Zhenyu Cui 8 3 0 21 Nov 2023
Partition-Insensitive Parallel ADMM Algorithm for High-dimensional Linear Models Xiaofei Wu Jiancheng Jiang Zhimin Zhang 26 3 0 28 Aug 2023
Retire: Robust Expectile Regression in High Dimensions Rebeka Man Kean Ming Tan Zian Wang Wen-Xin Zhou 15 8 0 11 Dec 2022
$Sparse Bayesian Lasso via a Variable-Coefficient $\ell_1$ Penalty$ Sparse Bayesian Lasso via a Variable-Coefficient $\ell_1$ Penalty Nathan Wycoff Ali Arab Katharine M. Donato Lisa O. Singh 20 3 0 09 Nov 2022
Adaptive Estimation of Graphical Models under Total Positivity Jiaxi Ying José Vinícius de Miranda Cardoso Daniel P. Palomar 37 4 0 27 Oct 2022
Factor-Augmented Regularized Model for Hazard Regression Pierre Bayle Jianqing Fan 26 4 0 03 Oct 2022
Nonparametric augmented probability weighting with sparsity Xin He Xiaojun Mao Zhonglei Wang 23 0 0 28 Sep 2022
Stability and Risk Bounds of Iterative Hard Thresholding Xiao-Tong Yuan P. Li 37 12 0 17 Mar 2022
Statistical Learning for Individualized Asset Allocation Yi Ding Yingying Li Rui Song 25 0 0 20 Jan 2022
Analysis of Generalized Bregman Surrogate Algorithms for Nonsmooth Nonconvex Statistical Learning Yiyuan She Zhifeng Wang Jiuwu Jin 19 7 0 16 Dec 2021
Multiple-Splitting Projection Test for High-Dimensional Mean Vectors Wanjun Liu Xiufan Yu Runze Li 22 13 0 29 Oct 2021
yaglm: a Python package for fitting and tuning generalized linear models that supports structured, adaptive and non-convex penalties Iain Carmichael T. Keefe Naomi Giertych Jonathan P. Williams 23 1 0 11 Oct 2021
Robust High-Dimensional Regression with Coefficient Thresholding and its Application to Imaging Data Analysis Bingyuan Liu Q. Zhang Lingzhou Xue P. Song Jian Kang 25 4 0 30 Sep 2021
High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization Kean Ming Tan Lan Wang Wen-Xin Zhou 29 56 0 12 Sep 2021
The folded concave Laplacian spectral penalty learns block diagonal sparsity patterns with the strong oracle property Iain Carmichael 32 2 0 07 Jul 2021
Machine Learning Advances for Time Series Forecasting Ricardo P. Masini M. C. Medeiros Eduardo F. Mendes AI4TS 18 274 0 23 Dec 2020
Sparse Confidence Sets for Normal Mean Models Y. Ning Guang Cheng 32 2 0 17 Aug 2020
Understanding Implicit Regularization in Over-Parameterized Single Index Model Jianqing Fan Zhuoran Yang Mengxin Yu 24 16 0 16 Jul 2020
Simultaneous Feature Selection and Outlier Detection with Optimality Guarantees Luca Insolia Ana M. Kenney Francesca Chiaromonte G. Felici 11 20 0 12 Jul 2020
Functional Group Bridge for Simultaneous Regression and Support Estimation Zhengjia Wang J. Magnotti M. Beauchamp Meng Li 18 3 0 17 Jun 2020
Generalization Bounds for High-dimensional M-estimation under Sparsity Constraint Xiao-Tong Yuan Ping Li 6 2 0 20 Jan 2020
Robust Estimation and Shrinkage in Ultrahigh Dimensional Expectile Regression with Heavy Tails and Variance Heterogeneity Jun Zhao G. Yan Yi Zhang 16 14 0 20 Sep 2019
Semiparametric Expectile Regression for High-dimensional Heavy-tailed and Heterogeneous Data Jun Zhao G. Yan Yi Zhang 19 3 0 18 Aug 2019
Improving Lasso for model selection and prediction P. Pokarowski Wojciech Rejchel Agnieszka Soltys Michal Frej J. Mielniczuk 16 10 0 05 Jul 2019
Selection consistency of Lasso-based procedures for misspecified high-dimensional binary model and random regressors M. Kubkowski J. Mielniczuk 21 3 0 10 Jun 2019
Diagonally-Dominant Principal Component Analysis Z. Ke Lingzhou Xue Fan Yang 14 4 0 31 May 2019
Precision Matrix Estimation with Noisy and Missing Data Roger Fan B. Jang Yuekai Sun Shuheng Zhou 11 7 0 07 Apr 2019
A Unifying Framework of High-Dimensional Sparse Estimation with Difference-of-Convex (DC) Regularizations Shanshan Cao X. Huo J. Pang 11 4 0 18 Dec 2018
Online Learning and Decision-Making under Generalized Linear Model with High-Dimensional Data Xue Wang Mike Mingcheng Wei Tao Yao 15 4 0 07 Dec 2018
Non-bifurcating phylogenetic tree inference via the adaptive LASSO Cheng Zhang Vu C. Dinh Frederick Albert Matsen IV 7 6 0 28 May 2018
An Interactive Greedy Approach to Group Sparsity in High Dimensions Wei Qian Wending Li Yasuhiro Sogawa R. Fujimaki Xitong Yang Ji Liu 11 7 0 10 Jul 2017
Distributed recovery of jointly sparse signals under communication constraints S. Fosson J. Matamoros C. Antón-Haro E. Magli FedML 16 24 0 08 Nov 2016
Variable selection and structure identification for varying coefficient Cox models Toshio Honda Ryota Yabe 27 9 0 19 Jul 2016
Global solutions to folded concave penalized nonconvex learning Hongcheng Liu Tao Yao Runze Li 13 30 0 24 Mar 2016
Super-resolution reconstruction of hyperspectral images via low rank tensor modeling and total variation regularization Shiying He Haiwei Zhou Yao Wang Wenfei Cao Zhi Han 20 30 0 23 Jan 2016
Degrees of Freedom for Piecewise Lipschitz Estimators Frederik Riis Mikkelsen N. Hansen 11 12 0 14 Jan 2016
Robust Learning for Optimal Treatment Decision with NP-Dimensionality C. Shi Rui Song Wenbin Lu 21 30 0 15 Oct 2015
I-LAMM for Sparse Learning: Simultaneous Control of Algorithmic Complexity and Statistical Error Jianqing Fan Han Liu Qiang Sun Tong Zhang 26 115 0 03 Jul 2015
Strong NP-Hardness for Sparse Optimization with Concave Penalty Functions Yichen Chen Dongdong Ge Mengdi Wang Zizhuo Wang Yinyu Ye Hao Yin 39 10 0 04 Jan 2015
Pathwise Coordinate Optimization for Sparse Learning: Algorithm and Theory T. Zhao Han Liu Tong Zhang 32 46 0 23 Dec 2014
Support recovery without incoherence: A case for nonconvex regularization Po-Ling Loh Martin J. Wainwright 39 166 0 17 Dec 2014
Guaranteed Matrix Completion via Non-convex Factorization Ruoyu Sun Zhi-Quan Luo 34 449 0 28 Nov 2014
Optimal computational and statistical rates of convergence for sparse nonconvex learning problems Zhaoran Wang Han Liu Tong Zhang 33 175 0 20 Jun 2013
Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima Po-Ling Loh Martin J. Wainwright 31 512 0 10 May 2013
Adaptive robust variable selection Jianqing Fan Yingying Fan Emre Barut 96 199 0 22 May 2012