Calibrating nonconvex penalized regression in ultra-high dimension

20 November 2013

Papers citing "Calibrating nonconvex penalized regression in ultra-high dimension"

12 / 12 papers shown

Title
Statistical Learning for Individualized Asset Allocation Yi Ding Yingying Li Rui Song 20 0 0 20 Jan 2022
A Data-Driven Line Search Rule for Support Recovery in High-dimensional Data Analysis Peili Li Yuling Jiao Xiliang Lu Lican Kang 33 2 0 21 Nov 2021
abess: A Fast Best Subset Selection Library in Python and R Jin Zhu Xueqin Wang Liyuan Hu Junhao Huang Kangkang Jiang Yanhang Zhang Shiyun Lin Junxian Zhu 18 22 0 19 Oct 2021
Grouped Variable Selection with Discrete Optimization: Computational and Statistical Perspectives Hussein Hazimeh Rahul Mazumder P. Radchenko 29 27 0 14 Apr 2021
Sparse Confidence Sets for Normal Mean Models Y. Ning Guang Cheng 24 2 0 17 Aug 2020
A Survey of Tuning Parameter Selection for High-dimensional Regression Y. Wu Lan Wang 39 35 0 10 Aug 2019
Global solutions to folded concave penalized nonconvex learning Hongcheng Liu Tao Yao Runze Li 13 30 0 24 Mar 2016
Robust Learning for Optimal Treatment Decision with NP-Dimensionality C. Shi Rui Song Wenbin Lu 19 31 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 24 115 0 03 Jul 2015
Pathwise Coordinate Optimization for Sparse Learning: Algorithm and Theory T. Zhao Han Liu Tong Zhang 32 46 0 23 Dec 2014
Thresholded Lasso for high dimensional variable selection and statistical estimation Shuheng Zhou 110 50 0 08 Feb 2010
High-dimensional generalized linear models and the lasso Sara van de Geer 189 750 0 04 Apr 2008