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Adaptive robust variable selection

Annals of Statistics (Ann. Stat.), 2012

22 May 2012

Papers citing "Adaptive robust variable selection"

36 / 36 papers shown

Title
Robust Inference for High-dimensional Linear Models with Heavy-tailed Errors via Partial Gini Covariance Yilin Zhang Songshan Yang Y. Wu Lan Wang 366 0 0 19 Nov 2024
Distributed High-Dimensional Quantile Regression: Estimation Efficiency and Support Recovery Caixing Wang Ziliang Shen 252 1 0 13 May 2024
Efficient Sparse Least Absolute Deviation Regression with Differential PrivacyIEEE Transactions on Information Forensics and Security (IEEE TIFS), 2024 Weidong Liu Xiaojun Mao Xiaofei Zhang Xin Zhang 174 5 0 02 Jan 2024
The Adaptive $τ$ -Lasso: Robustness and Oracle PropertiesIEEE Transactions on Signal Processing (IEEE TSP), 2023 Emadaldin Mozafari-Majd V. Koivunen 333 0 0 18 Apr 2023
Robust High-dimensional Tuning Free Multiple TestingAnnals of Statistics (Ann. Stat.), 2022 Jianqing Fan Zhipeng Lou Mengxin Yu 204 1 0 22 Nov 2022
Model Averaging based Semiparametric Modelling for Conditional Quantile PredictionScience China Mathematics (Sci. China Math.), 2022 Chaohui Guo Wenyang Zhang 81 1 0 18 Mar 2022
Are Latent Factor Regression and Sparse Regression Adequate?Journal of the American Statistical Association (JASA), 2022 Jianqing Fan Zhipeng Lou Mengxin Yu CML 219 39 0 02 Mar 2022
Fast and Robust Sparsity Learning over Networks: A Decentralized Surrogate Median Regression ApproachIEEE Transactions on Signal Processing (IEEE Trans. Signal Process.), 2022 Weidong Liu Xiaojun Mao Xin Zhang 133 12 0 11 Feb 2022
Robust adaptive Lasso in high-dimensional logistic regression A. Basu A. Ghosh M. Jaenada Leandro Pardo 121 5 0 20 Aug 2021
Inference for High Dimensional Censored Quantile RegressionJournal of the American Statistical Association (JASA), 2021 Z. Fei Qi Zheng H. Hong Yi Li 218 16 0 22 Jul 2021
Robust Variable Selection and Estimation Via Adaptive Elastic Net S-Estimators for Linear Regression D. Kepplinger 193 20 0 07 Jul 2021
Adaptive efficient robust sequential analysis for autoregressive big data modelsSequential Analysis (SA), 2021 Ouerdia Arkoun Jean-Yves Brua S. Pergamenshchikov 94 0 0 16 Apr 2021
Non-parametric Quantile Regression via the K-NN Fused LassoJournal of machine learning research (JMLR), 2020 Steven Siwei Ye Oscar Hernan Madrid Padilla 369 13 0 03 Dec 2020
Support estimation in high-dimensional heteroscedastic mean regression P. Hermann H. Holzmann 337 0 0 03 Nov 2020
Risk Bounds for Quantile Trend FilteringBiometrika (Biometrika), 2020 Oscar Hernan Madrid Padilla S. Chatterjee 334 23 0 15 Jul 2020
Robust adaptive variable selection in ultra-high dimensional linear regression modelsJournal of Statistical Computation and Simulation (JSCS), 2020 A. Ghosh M. Jaenada Leandro Pardo 256 8 0 11 Apr 2020
Adaptive Bayesian SLOPE -- High-dimensional Model Selection with Missing Values Wei Jiang M. Bogdan Julie Josse B. Miasojedow Veronika Rockova Traumabase Group 216 9 0 14 Sep 2019
Distributed High-dimensional Regression Under a Quantile Loss FunctionJournal of machine learning research (JMLR), 2019 Xi Chen Weidong Liu Xiaojun Mao Zhuoyi Yang 228 84 0 13 Jun 2019
Change-point Detection by the Quantile LASSO Method Gabriela Ciuperca M. Maciak 156 7 0 15 Jan 2019
Variable selection in high-dimensional linear model with possibly asymmetric or heavy-tailed errors Gabriela Ciuperca 87 4 0 07 Dec 2018
Scale calibration for high-dimensional robust regressionElectronic Journal of Statistics (EJS), 2018 Yu Li 163 30 0 06 Nov 2018
Semiparametric model averaging for high dimensional conditional quantile prediction Jingwen Tu Hu Yang Chaohui Guo 302 2 0 05 Sep 2018
Adaptive Huber Regression Qiang Sun Wen-Xin Zhou Jianqing Fan 292 309 0 21 Jun 2017
SOFAR: large-scale association network learning Yoshimasa Uematsu Yingying Fan Kun Chen Jinchi Lv Wei Lin CML 142 40 0 26 Apr 2017
Tractable Bayesian variable selection: beyond normality D. Rossell F. Rubio 278 33 0 06 Sep 2016
Variable selection and structure identification for varying coefficient Cox models Toshio Honda Ryota Yabe 191 10 0 19 Jul 2016
A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix Recovery Jianqing Fan Weichen Wang Ziwei Zhu 221 110 0 28 Mar 2016
Robustness in sparse linear models: relative efficiency based on robust approximate message passing Jelena Bradic 183 12 0 31 Jul 2015
Model selection in high-dimensional quantile regression with seamless $L_0$ penalty Gabriela Ciuperca 111 8 0 04 Jun 2015
Model Selection Consistency of Lasso for Empirical Data Yuehan Yang Hu Yang 201 2 0 06 Feb 2015
Characterization of the equivalence of robustification and regularization in linear and matrix regression Dimitris Bertsimas M. Copenhaver OOD 253 13 0 22 Nov 2014
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso Mehmet Caner Anders Bredahl Kock 351 70 0 15 Oct 2014
Robust Estimation of High-Dimensional Mean Regression Jianqing Fan Quefeng Li Yuyan Wang 334 30 0 08 Oct 2014
Loss minimization and parameter estimation with heavy tailsJournal of machine learning research (JMLR), 2013 Daniel J. Hsu Sivan Sabato 580 192 0 07 Jul 2013
Partial Consistency with Sparse Incidental ParametersStatistica sinica (SS), 2012 Jianqing Fan Runlong Tang Xiaofeng Shi 477 7 0 25 Oct 2012
Strong oracle optimality of folded concave penalized estimationAnnals of Statistics (Ann. Stat.), 2012 Jianqing Fan Lingzhou Xue H. Zou 1.0K 321 0 22 Oct 2012