Asymptotic Properties of Lasso+mLS and Lasso+Ridge in Sparse
High-dimensional Linear Regression

v1v2v3 (latest)

Asymptotic Properties of Lasso+mLS and Lasso+Ridge in Sparse High-dimensional Linear Regression

24 June 2013

ArXiv (abs)PDF HTML

Papers citing "Asymptotic Properties of Lasso+mLS and Lasso+Ridge in Sparse High-dimensional Linear Regression"

16 / 16 papers shown

Title
Rates of convergence of the Adaptive LASSO estimators to the Oracle distribution and higher order refinements by the bootstrap A. Chatterjee S. Lahiri 87 97 0 08 Jul 2013
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" A. Belloni Victor Chernozhukov Christian B. Hansen 281 1,410 0 27 May 2013
Model Selection for High-Dimensional Regression under the Generalized Irrepresentability Condition Adel Javanmard Andrea Montanari 123 21 0 02 May 2013
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 497 1,379 0 13 Oct 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 228 575 0 11 Oct 2009
A unified approach to model selection and sparse recovery using regularized least squares Jinchi Lv Yingying Fan 410 359 0 21 May 2009
$Honest variable selection in linear and logistic regression models via $\ell_1$ and $\ell_1+\ell_2$ penalization$ Honest variable selection in linear and logistic regression models via $\ell_1$ and $\ell_1+\ell_2$ penalization F. Bunea 254 147 0 29 Aug 2008
The sparsity and bias of the Lasso selection in high-dimensional linear regression Cun-Hui Zhang Jian Huang 477 870 0 07 Aug 2008
Lasso-type recovery of sparse representations for high-dimensional data N. Meinshausen Bin Yu 477 882 0 01 Jun 2008
Bolasso: model consistent Lasso estimation through the bootstrap Francis R. Bach 96 452 0 08 Apr 2008
High-dimensional generalized linear models and the lasso Sara van de Geer 642 755 0 04 Apr 2008
Asymptotic properties of bridge estimators in sparse high-dimensional regression models Jian Huang J. Horowitz Shuangge Ma 243 518 0 04 Apr 2008
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators Karim Lounici 517 244 0 30 Jan 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 571 2,530 0 07 Jan 2008
Pathwise coordinate optimization J. Friedman Trevor Hastie Holger Hofling Robert Tibshirani 280 2,056 0 10 Aug 2007
Sparsity oracle inequalities for the Lasso F. Bunea Alexandre B. Tsybakov M. Wegkamp 563 472 0 23 May 2007

We use cookies and other tracking technologies to improve your browsing experience on our website, to show you personalized content and targeted ads, to analyze our website traffic, and to understand where our visitors are coming from. See our policy.