High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective

5 January 2022

Papers citing "High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective"

27 / 27 papers shown

Title
Understanding Best Subset Selection: A Tale of Two C(omplex)ities Saptarshi Roy Ambuj Tewari Ziwei Zhu 141 0 0 16 Jan 2023
Best subset selection is robust against design dependence Yongyi Guo Ziwei Zhu Jianqing Fan 31 7 0 03 Jul 2020
The Price of Competition: Effect Size Heterogeneity Matters in High Dimensions Hua Wang Yachong Yang Weijie J. Su 52 10 0 01 Jul 2020
Sparse Regression at Scale: Branch-and-Bound rooted in First-Order Optimization Hussein Hazimeh Rahul Mazumder A. Saab 200 91 0 13 Apr 2020
Optimal variable selection and adaptive noisy Compressed Sensing M. Ndaoud Alexandre B. Tsybakov 218 24 0 10 Sep 2018
Between hard and soft thresholding: optimal iterative thresholding algorithms Haoyang Liu Rina Foygel Barber 41 49 0 24 Apr 2018
Sparse High-Dimensional Regression: Exact Scalable Algorithms and Phase Transitions Dimitris Bertsimas Bart P. G. Van Parys 157 158 0 28 Sep 2017
High dimensional thresholded regression and shrinkage effect Zemin Zheng Yingying Fan Jinchi Lv 137 69 0 11 May 2016
False Discoveries Occur Early on the Lasso Path Weijie Su M. Bogdan Emmanuel Candes 151 181 0 05 Nov 2015
Best Subset Selection via a Modern Optimization Lens Dimitris Bertsimas Angela King Rahul Mazumder 392 662 0 11 Jul 2015
Are Discoveries Spurious? Distributions of Maximum Spurious Correlations and Their Applications Jianqing Fan Q. Shao Wen-Xin Zhou 64 38 0 14 Feb 2015
Pathwise Coordinate Optimization for Sparse Learning: Algorithm and Theory T. Zhao Han Liu Tong Zhang 162 46 0 23 Dec 2014
On Iterative Hard Thresholding Methods for High-dimensional M-Estimation Prateek Jain Ambuj Tewari Purushottam Kar 138 229 0 20 Oct 2014
Lower bounds on the performance of polynomial-time algorithms for sparse linear regression Yuchen Zhang Martin J. Wainwright Michael I. Jordan 156 130 0 09 Feb 2014
Gaussian approximation of suprema of empirical processes Victor Chernozhukov Denis Chetverikov Kengo Kato 142 298 0 31 Dec 2012
Optimality of Graphlet Screening in High Dimensional Variable Selection Jiashun Jin Cun-Hui Zhang Qi Zhang 90 45 0 29 Apr 2012
A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem Lin Xiao Tong Zhang 76 146 0 14 Mar 2012
Fast global convergence of gradient methods for high-dimensional statistical recovery Alekh Agarwal S. Negahban Martin J. Wainwright 95 242 0 25 Apr 2011
UPS delivers optimal phase diagram in high-dimensional variable selection Pengsheng Ji Jiashun Jin 283 93 0 25 Oct 2010
Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism E. Arias-Castro Emmanuel J. Candès Y. Plan 96 210 0 08 Jul 2010
Nearly unbiased variable selection under minimax concave penalty Cun-Hui Zhang 321 3,557 0 25 Feb 2010
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 253 731 0 05 Oct 2009
The sparsity and bias of the Lasso selection in high-dimensional linear regression Cun-Hui Zhang Jian Huang 434 869 0 07 Aug 2008
Information-theoretic limits on sparse signal recovery: Dense versus sparse measurement matrices Wei Wang Martin J. Wainwright Kannan Ramchandran 250 171 0 03 Jun 2008
Asymptotic properties of bridge estimators in sparse high-dimensional regression models Jian Huang J. Horowitz Shuangge Ma 211 518 0 04 Apr 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 491 2,529 0 07 Jan 2008
High-dimensional variable selection Larry Wasserman Kathryn Roeder 505 582 0 09 Apr 2007