Scaled Sparse Linear Regression

24 April 2011

Papers citing "Scaled Sparse Linear Regression"

15 / 15 papers shown

Title
Alternating minimization for square root principal component pursuit Shengxiang Deng Xudong Li Yangjing Zhang 113 0 0 31 Dec 2024
Estimation of High-Dimensional Markov-Switching VAR Models with an Approximate EM Algorithm Xiudi Li Abolfazl Safikhani Ali Shojaie 101 2 0 14 Oct 2022
Linear Hypothesis Testing in Dense High-Dimensional Linear Models Yinchu Zhu Jelena Bradic 71 85 0 10 Oct 2016
Nuclear norm penalization and optimal rates for noisy low rank matrix completion V. Koltchinskii Alexandre B. Tsybakov Karim Lounici 157 663 0 29 Nov 2010
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 114 672 0 28 Sep 2010
Outlier Detection Using Nonconvex Penalized Regression Yiyuan She Art B. Owen 87 300 0 14 Jun 2010
Variance Estimation Using Refitted Cross-validation in Ultrahigh Dimensional Regression Jianqing Fan Shaojun Guo Ning Hao 111 292 0 29 Apr 2010
Nearly unbiased variable selection under minimax concave penalty Cun-Hui Zhang 275 3,543 0 25 Feb 2010
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 215 729 0 05 Oct 2009
Some sharp performance bounds for least squares regression with $L_1$ regularization Tong Zhang 129 268 0 20 Aug 2009
The sparsity and bias of the Lasso selection in high-dimensional linear regression Cun-Hui Zhang Jian Huang 271 869 0 07 Aug 2008
Lasso-type recovery of sparse representations for high-dimensional data N. Meinshausen Bin Yu 229 879 0 01 Jun 2008
High-dimensional generalized linear models and the lasso Sara van de Geer 421 755 0 04 Apr 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 327 2,527 0 07 Jan 2008
Sparsity oracle inequalities for the Lasso F. Bunea Alexandre B. Tsybakov M. Wegkamp 321 470 0 23 May 2007