Lahiri, Soumendra N. Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions. (English) Zbl 1469.62307 Ann. Stat. 49, No. 2, 820-844 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 62J07 62E20 62J05 PDFBibTeX XMLCite \textit{S. N. Lahiri}, Ann. Stat. 49, No. 2, 820--844 (2021; Zbl 1469.62307) Full Text: DOI
Wang, Shuaiwen; Weng, Haolei; Maleki, Arian Which bridge estimator is the best for variable selection? (English) Zbl 1456.62147 Ann. Stat. 48, No. 5, 2791-2823 (2020). Reviewer: Glauber Márcio Silveira Pereira (Ceará) MSC: 62J05 62J07 PDFBibTeX XMLCite \textit{S. Wang} et al., Ann. Stat. 48, No. 5, 2791--2823 (2020; Zbl 1456.62147) Full Text: DOI arXiv Euclid
Das, Debraj; Gregory, Karl; Lahiri, S. N. Perturbation bootstrap in adaptive Lasso. (English) Zbl 1420.62305 Ann. Stat. 47, No. 4, 2080-2116 (2019). MSC: 62J07 62G09 62E20 PDFBibTeX XMLCite \textit{D. Das} et al., Ann. Stat. 47, No. 4, 2080--2116 (2019; Zbl 1420.62305) Full Text: DOI arXiv Euclid
Weng, Haolei; Maleki, Arian; Zheng, Le Overcoming the limitations of phase transition by higher order analysis of regularization techniques. (English) Zbl 1411.62194 Ann. Stat. 46, No. 6A, 3099-3129 (2018). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62J05 62J07 PDFBibTeX XMLCite \textit{H. Weng} et al., Ann. Stat. 46, No. 6A, 3099--3129 (2018; Zbl 1411.62194) Full Text: DOI arXiv Euclid
Janková, Jana; van de Geer, Sara Semiparametric efficiency bounds for high-dimensional models. (English) Zbl 1420.62308 Ann. Stat. 46, No. 5, 2336-2359 (2018). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 62J07 62H12 62F12 62J05 PDFBibTeX XMLCite \textit{J. Janková} and \textit{S. van de Geer}, Ann. Stat. 46, No. 5, 2336--2359 (2018; Zbl 1420.62308) Full Text: DOI arXiv Euclid
Mousavi, Ali; Maleki, Arian; Baraniuk, Richard G. Consistent parameter estimation for Lasso and approximate message passing. (English) Zbl 1401.62116 Ann. Stat. 46, No. 1, 119-148 (2018). Reviewer: Hannelore Liero (Potsdam) MSC: 62J07 62G05 62J05 62G20 PDFBibTeX XMLCite \textit{A. Mousavi} et al., Ann. Stat. 46, No. 1, 119--148 (2018; Zbl 1401.62116) Full Text: DOI
Ma, Shujie; He, Xuming Inference for single-index quantile regression models with profile optimization. (English) Zbl 1338.62119 Ann. Stat. 44, No. 3, 1234-1268 (2016). MSC: 62G08 62G20 PDFBibTeX XMLCite \textit{S. Ma} and \textit{X. He}, Ann. Stat. 44, No. 3, 1234--1268 (2016; Zbl 1338.62119) Full Text: DOI Euclid
Lee, Jason D.; Sun, Dennis L.; Sun, Yuekai; Taylor, Jonathan E. Exact post-selection inference, with application to the Lasso. (English) Zbl 1341.62061 Ann. Stat. 44, No. 3, 907-927 (2016). MSC: 62F03 62J07 62E15 PDFBibTeX XMLCite \textit{J. D. Lee} et al., Ann. Stat. 44, No. 3, 907--927 (2016; Zbl 1341.62061) Full Text: DOI arXiv Euclid
Bertsimas, Dimitris; King, Angela; Mazumder, Rahul Best subset selection via a modern optimization lens. (English) Zbl 1335.62115 Ann. Stat. 44, No. 2, 813-852 (2016). MSC: 62J05 62J07 62G35 90C11 90C26 90C27 PDFBibTeX XMLCite \textit{D. Bertsimas} et al., Ann. Stat. 44, No. 2, 813--852 (2016; Zbl 1335.62115) Full Text: DOI arXiv Euclid
Zheng, Qi; Peng, Limin; He, Xuming Globally adaptive quantile regression with ultra-high dimensional data. (English) Zbl 1327.62424 Ann. Stat. 43, No. 5, 2225-2258 (2015). MSC: 62J07 62H12 PDFBibTeX XMLCite \textit{Q. Zheng} et al., Ann. Stat. 43, No. 5, 2225--2258 (2015; Zbl 1327.62424) Full Text: DOI arXiv Euclid
Chatterjee, Sourav A new perspective on least squares under convex constraint. (English) Zbl 1302.62053 Ann. Stat. 42, No. 6, 2340-2381 (2014). MSC: 62F10 62F12 62F30 62G08 PDFBibTeX XMLCite \textit{S. Chatterjee}, Ann. Stat. 42, No. 6, 2340--2381 (2014; Zbl 1302.62053) Full Text: DOI arXiv Euclid
van de Geer, Sara; Bühlmann, Peter; Ritov, Ya’acov; Dezeure, Ruben On asymptotically optimal confidence regions and tests for high-dimensional models. (English) Zbl 1305.62259 Ann. Stat. 42, No. 3, 1166-1202 (2014). MSC: 62J07 62J12 62F12 62F25 PDFBibTeX XMLCite \textit{S. van de Geer} et al., Ann. Stat. 42, No. 3, 1166--1202 (2014; Zbl 1305.62259) Full Text: DOI arXiv Euclid
Chatterjee, A.; Lahiri, S. N. Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap. (English) Zbl 1293.62153 Ann. Stat. 41, No. 3, 1232-1259 (2013). MSC: 62J07 62G09 62E20 PDFBibTeX XMLCite \textit{A. Chatterjee} and \textit{S. N. Lahiri}, Ann. Stat. 41, No. 3, 1232--1259 (2013; Zbl 1293.62153) Full Text: DOI arXiv Euclid
Maruyama, Yuzo; George, Edward I. Fully Bayes factors with a generalized \(g\)-prior. (English) Zbl 1231.62036 Ann. Stat. 39, No. 5, 2740-2765 (2011). MSC: 62F15 62J05 62J07 62H12 62C10 65C60 PDFBibTeX XMLCite \textit{Y. Maruyama} and \textit{E. I. George}, Ann. Stat. 39, No. 5, 2740--2765 (2011; Zbl 1231.62036) Full Text: DOI arXiv
Yen, Tso-Jung A majorization-minimization approach to variable selection using spike and slab priors. (English) Zbl 1220.62065 Ann. Stat. 39, No. 3, 1748-1775 (2011). MSC: 62H12 62F15 62J05 65K10 65C60 PDFBibTeX XMLCite \textit{T.-J. Yen}, Ann. Stat. 39, No. 3, 1748--1775 (2011; Zbl 1220.62065) Full Text: DOI arXiv
Kai, Bo; Li, Runze; Zou, Hui New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models. (English) Zbl 1209.62074 Ann. Stat. 39, No. 1, 305-332 (2011). MSC: 62G08 62G20 62H12 62F12 65C05 62G05 PDFBibTeX XMLCite \textit{B. Kai} et al., Ann. Stat. 39, No. 1, 305--332 (2011; Zbl 1209.62074) Full Text: DOI arXiv
Belloni, Alexandre; Chernozhukov, Victor \(\ell_1\)-penalized quantile regression in high-dimensional sparse models. (English) Zbl 1209.62064 Ann. Stat. 39, No. 1, 82-130 (2011). MSC: 62G08 62H12 62J99 62J07 62M99 PDFBibTeX XMLCite \textit{A. Belloni} and \textit{V. Chernozhukov}, Ann. Stat. 39, No. 1, 82--130 (2011; Zbl 1209.62064) Full Text: DOI arXiv
Aswani, Anil; Bickel, Peter; Tomlin, Claire Regression on manifolds: estimation of the exterior derivative. (English) Zbl 1209.62063 Ann. Stat. 39, No. 1, 48-81 (2011). MSC: 62G08 58A99 62J99 65C60 62G20 PDFBibTeX XMLCite \textit{A. Aswani} et al., Ann. Stat. 39, No. 1, 48--81 (2011; Zbl 1209.62063) Full Text: DOI arXiv
Obozinski, Guillaume; Wainwright, Martin J.; Jordan, Michael I. Support union recovery in high-dimensional multivariate regression. (English) Zbl 1373.62372 Ann. Stat. 39, No. 1, 1-47 (2011). MSC: 62J07 62F07 PDFBibTeX XMLCite \textit{G. Obozinski} et al., Ann. Stat. 39, No. 1, 1--47 (2011; Zbl 1373.62372) Full Text: DOI arXiv
Zou, Hui; Zhang, Hao Helen On the adaptive elastic net with a diverging number of parameters. (English) Zbl 1168.62064 Ann. Stat. 37, No. 4, 1733-1751 (2009). MSC: 62J05 62J07 65C60 PDFBibTeX XMLCite \textit{H. Zou} and \textit{H. H. Zhang}, Ann. Stat. 37, No. 4, 1733--1751 (2009; Zbl 1168.62064) Full Text: DOI arXiv
Bickel, Peter J.; Ritov, Ya’acov; Tsybakov, Alexandre B. Simultaneous analysis of Lasso and Dantzig selector. (English) Zbl 1173.62022 Ann. Stat. 37, No. 4, 1705-1732 (2009). MSC: 62G08 62J05 60G25 62G20 PDFBibTeX XMLCite \textit{P. J. Bickel} et al., Ann. Stat. 37, No. 4, 1705--1732 (2009; Zbl 1173.62022) Full Text: DOI arXiv
Xie, Huiliang; Huang, Jian SCAD-penalized regression in high-dimensional partially linear models. (English) Zbl 1162.62037 Ann. Stat. 37, No. 2, 673-696 (2009). MSC: 62G08 62J05 62G20 62E20 PDFBibTeX XMLCite \textit{H. Xie} and \textit{J. Huang}, Ann. Stat. 37, No. 2, 673--696 (2009; Zbl 1162.62037) Full Text: DOI arXiv
Meinshausen, Nicolai; Yu, Bin Lasso-type recovery of sparse representations for high-dimensional data. (English) Zbl 1155.62050 Ann. Stat. 37, No. 1, 246-270 (2009). MSC: 62J07 62F12 62G08 62F07 62J05 PDFBibTeX XMLCite \textit{N. Meinshausen} and \textit{B. Yu}, Ann. Stat. 37, No. 1, 246--270 (2009; Zbl 1155.62050) Full Text: DOI arXiv Euclid
Paul, Debashis; Bair, Eric; Hastie, Trevor; Tibshirani, Robert “Preconditioning” for feature selection and regression in high-dimensional problems. (English) Zbl 1142.62022 Ann. Stat. 36, No. 4, 1595-1618 (2008). MSC: 62G08 62H25 65C60 62G20 62J07 PDFBibTeX XMLCite \textit{D. Paul} et al., Ann. Stat. 36, No. 4, 1595--1618 (2008; Zbl 1142.62022) Full Text: DOI arXiv
Zhang, Cun-Hui; Huang, Jian The sparsity and bias of the LASSO selection in high-dimensional linear regression. (English) Zbl 1142.62044 Ann. Stat. 36, No. 4, 1567-1594 (2008). MSC: 62J05 62H12 62G08 62J07 PDFBibTeX XMLCite \textit{C.-H. Zhang} and \textit{J. Huang}, Ann. Stat. 36, No. 4, 1567--1594 (2008; Zbl 1142.62044) Full Text: DOI arXiv
Zou, Hui; Li, Runze One-step sparse estimates in nonconcave penalized likelihood models. (English) Zbl 1142.62027 Ann. Stat. 36, No. 4, 1509-1533 (2008). MSC: 62G08 65C60 62J05 62J07 65C05 62G20 PDFBibTeX XMLCite \textit{H. Zou} and \textit{R. Li}, Ann. Stat. 36, No. 4, 1509--1533 (2008; Zbl 1142.62027) Full Text: DOI arXiv
Huang, Jian; Horowitz, Joel L.; Ma, Shuangge Asymptotic properties of bridge estimators in sparse high-dimensional regression models. (English) Zbl 1133.62048 Ann. Stat. 36, No. 2, 587-613 (2008). MSC: 62J05 62F12 62E20 62J07 62H12 PDFBibTeX XMLCite \textit{J. Huang} et al., Ann. Stat. 36, No. 2, 587--613 (2008; Zbl 1133.62048) Full Text: DOI arXiv
Radchenko, Peter Mixed-rates asymptotics. (English) Zbl 1131.62017 Ann. Stat. 36, No. 1, 287-309 (2008). MSC: 62F12 60F17 62E20 62J05 PDFBibTeX XMLCite \textit{P. Radchenko}, Ann. Stat. 36, No. 1, 287--309 (2008; Zbl 1131.62017) Full Text: DOI arXiv Euclid
Lafferty, John; Wasserman, Larry Rodeo: Sparse, greedy nonparametric regression. (English) Zbl 1132.62026 Ann. Stat. 36, No. 1, 28-63 (2008). MSC: 62G08 62G20 62G07 62G10 62G05 PDFBibTeX XMLCite \textit{J. Lafferty} and \textit{L. Wasserman}, Ann. Stat. 36, No. 1, 28--63 (2008; Zbl 1132.62026) Full Text: DOI arXiv Euclid
Zou, Hui; Hastie, Trevor; Tibshirani, Robert On the “degrees of freedom” of the lasso. (English) Zbl 1126.62061 Ann. Stat. 35, No. 5, 2173-2192 (2007). MSC: 62J05 90C46 65C60 62J07 PDFBibTeX XMLCite \textit{H. Zou} et al., Ann. Stat. 35, No. 5, 2173--2192 (2007; Zbl 1126.62061) Full Text: DOI arXiv Euclid
Meinshausen, Nicolai; Bühlmann, Peter High-dimensional graphs and variable selection with the Lasso. (English) Zbl 1113.62082 Ann. Stat. 34, No. 3, 1436-1462 (2006). MSC: 62H99 62J07 05C90 62F12 62H12 65C60 62J05 PDFBibTeX XMLCite \textit{N. Meinshausen} and \textit{P. Bühlmann}, Ann. Stat. 34, No. 3, 1436--1462 (2006; Zbl 1113.62082) Full Text: DOI arXiv
Ishwaran, Hemant; Rao, J. Sunil Spike and slab variable selection: frequentist and Bayesian strategies. (English) Zbl 1068.62079 Ann. Stat. 33, No. 2, 730-773 (2005). MSC: 62J07 62J05 62P10 62F15 PDFBibTeX XMLCite \textit{H. Ishwaran} and \textit{J. S. Rao}, Ann. Stat. 33, No. 2, 730--773 (2005; Zbl 1068.62079) Full Text: DOI arXiv
Efron, Bradley; Hastie, Trevor; Johnstone, Iain; Tibshirani, Robert Least angle regression. (With discussion). (English) Zbl 1091.62054 Ann. Stat. 32, No. 2, 407-499 (2004). MSC: 62J05 62J07 65C60 PDFBibTeX XMLCite \textit{B. Efron} et al., Ann. Stat. 32, No. 2, 407--499 (2004; Zbl 1091.62054) Full Text: DOI arXiv arXiv arXiv arXiv arXiv arXiv arXiv arXiv arXiv arXiv
Fan, Jianqing; Peng, Heng Nonconcave penalized likelihood with a diverging number of parameters. (English) Zbl 1092.62031 Ann. Stat. 32, No. 3, 928-961 (2004). MSC: 62F12 62E20 62F03 PDFBibTeX XMLCite \textit{J. Fan} and \textit{H. Peng}, Ann. Stat. 32, No. 3, 928--961 (2004; Zbl 1092.62031) Full Text: DOI arXiv
Fan, Jianqing; Li, Runze Variable selection for Cox’s proportional hazards model and frailty model. (English) Zbl 1012.62106 Ann. Stat. 30, No. 1, 74-99 (2002). MSC: 62N02 62F12 62M99 PDFBibTeX XMLCite \textit{J. Fan} and \textit{R. Li}, Ann. Stat. 30, No. 1, 74--99 (2002; Zbl 1012.62106) Full Text: DOI
Schwarz, Gideon Estimating the dimension of a model. (English) Zbl 0379.62005 Ann. Stat. 6, 461-464 (1978). MSC: 62C10 62F15 62J99 PDFBibTeX XMLCite \textit{G. Schwarz}, Ann. Stat. 6, 461--464 (1978; Zbl 0379.62005) Full Text: DOI