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Understanding Best Subset Selection: A Tale of Two C(omplex)ities
v1v2v3 (latest)

Understanding Best Subset Selection: A Tale of Two C(omplex)ities

Electronic Journal of Statistics (EJS), 2023
16 January 2023
Saptarshi Roy
Ambuj Tewari
Ziwei Zhu
ArXiv (abs)PDFHTMLGithub

Papers citing "Understanding Best Subset Selection: A Tale of Two C(omplex)ities"

15 / 15 papers shown
Slow Kill for Big Data Learning
Slow Kill for Big Data LearningIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2023
Yiyuan She
Jianhui Shen
Adrian Barbu
332
6
0
02 May 2023
High-dimensional variable selection with heterogeneous signals: A
  precise asymptotic perspective
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspectiveBernoulli (Bernoulli), 2022
Saptarshi Roy
Ambuj Tewari
Ziwei Zhu
425
6
0
05 Jan 2022
abess: A Fast Best Subset Selection Library in Python and R
abess: A Fast Best Subset Selection Library in Python and R
Jin Zhu
Xueqin Wang
Liyuan Hu
Junhao Huang
Kangkang Jiang
Yanhang Zhang
Shiyun Lin
Junxian Zhu
293
33
0
19 Oct 2021
Best subset selection is robust against design dependence
Best subset selection is robust against design dependence
Yongyi Guo
Ziwei Zhu
Jianqing Fan
260
9
0
03 Jul 2020
Random Quadratic Forms with Dependence: Applications to Restricted
  Isometry and Beyond
Random Quadratic Forms with Dependence: Applications to Restricted Isometry and BeyondNeural Information Processing Systems (NeurIPS), 2019
A. Banerjee
Qilong Gu
V. Sivakumar
Zhiwei Steven Wu
274
4
0
11 Oct 2019
Between hard and soft thresholding: optimal iterative thresholding
  algorithms
Between hard and soft thresholding: optimal iterative thresholding algorithmsInformation and Inference A Journal of the IMA (JIII), 2018
Haoyang Liu
Rina Foygel Barber
295
64
0
24 Apr 2018
Sparse High-Dimensional Regression: Exact Scalable Algorithms and Phase
  Transitions
Sparse High-Dimensional Regression: Exact Scalable Algorithms and Phase Transitions
Dimitris Bertsimas
Bart P. G. Van Parys
358
170
0
28 Sep 2017
Best Subset Selection via a Modern Optimization Lens
Best Subset Selection via a Modern Optimization Lens
Dimitris Bertsimas
Angela King
Rahul Mazumder
791
737
0
11 Jul 2015
On Iterative Hard Thresholding Methods for High-dimensional M-Estimation
On Iterative Hard Thresholding Methods for High-dimensional M-Estimation
Prateek Jain
Ambuj Tewari
Purushottam Kar
421
248
0
20 Oct 2014
Lower bounds on the performance of polynomial-time algorithms for sparse
  linear regression
Lower bounds on the performance of polynomial-time algorithms for sparse linear regressionAnnual Conference Computational Learning Theory (COLT), 2014
Yuchen Zhang
Martin J. Wainwright
Sai Li
576
135
0
09 Feb 2014
A General Theory of Concave Regularization for High Dimensional Sparse
  Estimation Problems
A General Theory of Concave Regularization for High Dimensional Sparse Estimation Problems
Cun-Hui Zhang
Tong Zhang
527
347
0
25 Aug 2011
Nearly unbiased variable selection under minimax concave penalty
Nearly unbiased variable selection under minimax concave penalty
Cun-Hui Zhang
746
3,913
0
25 Feb 2010
On the conditions used to prove oracle results for the Lasso
On the conditions used to prove oracle results for the Lasso
Sara van de Geer
Peter Buhlmann
735
748
0
05 Oct 2009
The sparsity and bias of the Lasso selection in high-dimensional linear
  regression
The sparsity and bias of the Lasso selection in high-dimensional linear regression
Cun-Hui Zhang
Jian Huang
988
892
0
07 Aug 2008
Simultaneous analysis of Lasso and Dantzig selector
Simultaneous analysis of Lasso and Dantzig selector
Peter J. Bickel
Yaácov Ritov
Alexandre B. Tsybakov
1.1K
2,614
0
07 Jan 2008
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