Don't Fall for Tuning Parameters: Tuning-Free Variable Selection in High
Dimensions With the TREX

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Don't Fall for Tuning Parameters: Tuning-Free Variable Selection in High Dimensions With the TREX

2 April 2014

Johannes Lederer

Christian L. Müller

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Papers citing "Don't Fall for Tuning Parameters: Tuning-Free Variable Selection in High Dimensions With the TREX"

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Title
The generalized hyperbolic family and automatic model selection through the multiple-choice LASSO L. Bagnato A. Farcomeni A. Punzo 25 3 0 14 Jun 2023
Tuning-free ridge estimators for high-dimensional generalized linear models Shih-Ting Huang Fang Xie Johannes Lederer 35 4 0 27 Feb 2020
A Survey of Tuning Parameter Selection for High-dimensional Regression Y. Wu Lan Wang 77 36 0 10 Aug 2019
Stability selection enables robust learning of partial differential equations from limited noisy data Suryanarayana Maddu B. Cheeseman I. Sbalzarini Christian L. Müller 58 19 0 17 Jul 2019
Structured and Unstructured Outlier Identification for Robust PCA: A Non iterative, Parameter free Algorithm V. Menon Sheetal Kalyani 51 16 0 11 Sep 2018
Fast, Parameter free Outlier Identification for Robust PCA V. Menon Sheetal Kalyani 66 2 0 13 Apr 2018
Inference for high-dimensional instrumental variables regression David Gold Johannes Lederer Jing Tao 89 36 0 18 Aug 2017
Generalized Concomitant Multi-Task Lasso for sparse multimodal regression Mathurin Massias Olivier Fercoq Alexandre Gramfort Joseph Salmon 84 23 0 27 May 2017
Balancing Statistical and Computational Precision: A General Theory and Applications to Sparse Regression Mahsa Taheri Néhémy Lim Johannes Lederer 68 4 0 23 Sep 2016
Oracle Inequalities for High-dimensional Prediction Johannes Lederer Lu Yu Irina Gaynanova 110 24 0 01 Aug 2016
Non-convex Global Minimization and False Discovery Rate Control for the TREX Jacob Bien Irina Gaynanova Johannes Lederer Christian L. Müller 47 22 0 22 Apr 2016
Topology Adaptive Graph Estimation in High Dimensions Johannes Lederer Christian L. Müller 49 1 0 27 Oct 2014
Optimal Two-Step Prediction in Regression Didier Chételat Johannes Lederer Joseph Salmon 120 19 0 18 Oct 2014
A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees M. Chichignoud Johannes Lederer Martin J. Wainwright 103 13 0 01 Oct 2014
Sparse and compositionally robust inference of microbial ecological networks Zachary D. Kurtz Christian L. Müller Emily R. Miraldi D. Littman M. Blaser Richard Bonneau 79 1,253 0 18 Aug 2014