On the Sensitivity of the Lasso to the Number of Predictor Variables

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On the Sensitivity of the Lasso to the Number of Predictor Variables

18 March 2014

Cheryl J. Flynn

Clifford M. Hurvich

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Papers citing "On the Sensitivity of the Lasso to the Number of Predictor Variables"

13 / 13 papers shown

Title
Best Subset Selection via a Modern Optimization Lens Dimitris Bertsimas Angela King Rahul Mazumder 451 664 0 11 Jul 2015
$Asymptotically Exact Error Analysis for the Generalized $\ell_2^2$-LASSO$ Asymptotically Exact Error Analysis for the Generalized $\ell_2^2$ -LASSO Christos Thrampoulidis Ashkan Panahi B. Hassibi 59 25 0 22 Feb 2015
A new perspective on least squares under convex constraint S. Chatterjee 125 117 0 04 Feb 2014
Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models Cheryl J. Flynn Clifford M. Hurvich J. Simonoff 77 65 0 08 Feb 2013
Leave-one-out cross-validation is risk consistent for lasso D. Homrighausen D. McDonald 97 43 0 26 Jun 2012
A lasso for hierarchical interactions Jacob Bien Jonathan E. Taylor Robert Tibshirani 204 485 0 22 May 2012
Statistical significance in high-dimensional linear models Peter Buhlmann 207 229 0 07 Feb 2012
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 477 1,379 0 13 Oct 2010
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 540 2,531 0 07 Jan 2008
$Near-ideal model selection by $\ell_1$ minimization$ Near-ideal model selection by $\ell_1$ minimization Emmanuel J. Candès Y. Plan 300 224 0 02 Jan 2008
On the "degrees of freedom" of the lasso H. Zou Trevor Hastie Robert Tibshirani 336 1,042 0 06 Dec 2007
Aggregation for Gaussian regression F. Bunea Alexandre B. Tsybakov M. Wegkamp 510 362 0 19 Oct 2007
Sparsity oracle inequalities for the Lasso F. Bunea Alexandre B. Tsybakov M. Wegkamp 557 472 0 23 May 2007

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