Model selection for high-dimensional linear regression with dependent observations

18 June 2019

Papers citing "Model selection for high-dimensional linear regression with dependent observations"

7 / 7 papers shown

Title
Bridging AIC and BIC: a new criterion for autoregression Jie Ding Vahid Tarokh Yuhong Yang 261 75 0 11 Aug 2015
Regularized estimation in sparse high-dimensional time series models Sumanta Basu George Michailidis AI4TS 98 424 0 17 Nov 2013
Greedy approximation in convex optimization V. Temlyakov 75 50 0 02 Jun 2012
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 364 1,378 0 13 Oct 2010
Nearly unbiased variable selection under minimax concave penalty Cun-Hui Zhang 305 3,557 0 25 Feb 2010
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 427 2,529 0 07 Jan 2008
Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series C. Ing 406 73 0 17 Aug 2007