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Wang, Lan; Peng, Bo; Bradic, Jelena; Li, Runze; Wu, Yunan A tuning-free robust and efficient approach to high-dimensional regression. (English) Zbl 1452.62525 J. Am. Stat. Assoc. 115, No. 532, 1700-1714 (2020). MSC: 62J07 62F35 62J05 PDFBibTeX XMLCite \textit{L. Wang} et al., J. Am. Stat. Assoc. 115, No. 532, 1700--1714 (2020; Zbl 1452.62525) Full Text: DOI
Wang, Fan; Mukherjee, Sach; Richardson, Sylvia; Hill, Steven M. High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking. (English) Zbl 1437.62151 Stat. Comput. 30, No. 3, 697-719 (2020). MSC: 62G08 62J05 62J07 62-08 PDFBibTeX XMLCite \textit{F. Wang} et al., Stat. Comput. 30, No. 3, 697--719 (2020; Zbl 1437.62151) Full Text: DOI arXiv
Blanchet, Jose; Kang, Yang; Murthy, Karthyek Robust Wasserstein profile inference and applications to machine learning. (English) Zbl 1436.62336 J. Appl. Probab. 56, No. 3, 830-857 (2019). MSC: 62J07 62J12 68T05 PDFBibTeX XMLCite \textit{J. Blanchet} et al., J. Appl. Probab. 56, No. 3, 830--857 (2019; Zbl 1436.62336) Full Text: DOI arXiv
Shi, Yueyong; Wu, Yuanshan; Xu, Deyi; Jiao, Yuling An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions. (English) Zbl 07192632 J. Stat. Comput. Simulation 88, No. 9, 1826-1846 (2018). MSC: 62F12 62J05 62J07 PDFBibTeX XMLCite \textit{Y. Shi} et al., J. Stat. Comput. Simulation 88, No. 9, 1826--1846 (2018; Zbl 07192632) Full Text: DOI
Shi, Yue Yong; Jiao, Yu Ling; Cao, Yong Xiu; Liu, Yan Yan An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data. (English) Zbl 1407.62263 Acta Math. Sin., Engl. Ser. 34, No. 12, 1892-1906 (2018). MSC: 62J05 62J07 65K05 90C26 PDFBibTeX XMLCite \textit{Y. Y. Shi} et al., Acta Math. Sin., Engl. Ser. 34, No. 12, 1892--1906 (2018; Zbl 1407.62263) Full Text: DOI
Shi, Yue-Yong; Cao, Yong-Xiu; Yu, Ji-Chang; Jiao, Yu-Ling Variable selection via generalized SELO-penalized linear regression models. (English) Zbl 1399.62050 Appl. Math., Ser. B (Engl. Ed.) 33, No. 2, 145-162 (2018). MSC: 62F12 62J05 62J07 PDFBibTeX XMLCite \textit{Y.-Y. Shi} et al., Appl. Math., Ser. B (Engl. Ed.) 33, No. 2, 145--162 (2018; Zbl 1399.62050) Full Text: DOI
Stucky, Benjamin; Van de Geer, Sara Sharp oracle inequalities for square root regularization. (English) Zbl 1441.62188 J. Mach. Learn. Res. 18(2017-2018), Paper No. 67, 29 p. (2017). MSC: 62J07 62J05 60E15 PDFBibTeX XMLCite \textit{B. Stucky} and \textit{S. Van de Geer}, J. Mach. Learn. Res. 18, Paper No. 67, 29 p. (2017; Zbl 1441.62188) Full Text: arXiv Link
Zhang, Haixiang; Zheng, Yinan; Yoon, Grace; Zhang, Zhou; Gao, Tao; Joyce, Brian; Zhang, Wei; Schwartz, Joel; Vokonas, Pantel; Colicino, Elena; Baccarelli, Andrea; Hou, Lifang; Liu, Lei Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study. (English) Zbl 1371.92014 Stat. Appl. Genet. Mol. Biol. 16, No. 3, 159-171 (2017). MSC: 92B15 62H12 62J12 62P10 PDFBibTeX XMLCite \textit{H. Zhang} et al., Stat. Appl. Genet. Mol. Biol. 16, No. 3, 159--171 (2017; Zbl 1371.92014) Full Text: DOI Link
Han, Fang; Lu, Huanran; Liu, Han A direct estimation of high dimensional stationary vector autoregressions. (English) Zbl 1351.62165 J. Mach. Learn. Res. 16, 3115-3150 (2015). MSC: 62M10 62H12 62J07 PDFBibTeX XMLCite \textit{F. Han} et al., J. Mach. Learn. Res. 16, 3115--3150 (2015; Zbl 1351.62165) Full Text: arXiv Link
Li, Xingguo; Zhao, Tuo; Yuan, Xiaoming; Liu, Han The flare package for high dimensional linear regression and precision matrix estimation in R. (English) Zbl 1337.62007 J. Mach. Learn. Res. 16, 553-557 (2015). MSC: 62-04 62J05 62J07 65C60 PDFBibTeX XMLCite \textit{X. Li} et al., J. Mach. Learn. Res. 16, 553--557 (2015; Zbl 1337.62007) Full Text: arXiv Link