SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875)

scientific article; zbMATH DE number 6590308

Language	Label	Description	Also known as
English	SLOPE is adaptive to unknown sparsity and asymptotically minimax	scientific article; zbMATH DE number 6590308

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instance of

scholarly article

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title

SLOPE is adaptive to unknown sparsity and asymptotically minimax (English)

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The Annals of Statistics

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publication date

9 June 2016

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full work available at URL

https://arxiv.org/abs/1503.08393

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https://projecteuclid.org/euclid.aos/1460381686

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zbMATH Keywords

SLOPE

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sparse regression

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adaptivity

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false discovery rate (FDR)

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Benjamini-Hochberg procedure

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FDR thresholding

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describes a project that uses

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Adapting to unknown sparsity by controlling the false discovery rate

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A two stage shrinkage testimator for the mean of an exponential distribution

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Model selection for regression on a random design

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Controlling the false discovery rate via knockoffs

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Q5658961

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The LASSO Risk for Gaussian Matrices

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Q4322338

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The control of the false discovery rate in multiple testing under dependency.

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Minimax estimation of the mean of a normal distribution when the parameter space is restricted

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Simultaneous analysis of Lasso and Dantzig selector

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Model selection for Gaussian regression with random design

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Gaussian model selection

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SLOPE-adaptive variable selection via convex optimization

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Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR

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Asymptotic equivalence theory for nonparametric regression with random design

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Aggregation for Gaussian regression

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A data-driven block thresholding approach to wavelet estimation

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The Dantzig selector: statistical estimation when $p$ is much larger than $n$. (With discussions and rejoinder).

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Near-ideal model selection by $\ell _{1}$ minimization

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Stable signal recovery from incomplete and inaccurate measurements

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Ideal spatial adaptation by wavelet shrinkage

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Minimax risk over $l_ p$-balls for $l_ q$-error

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Adapting to Unknown Smoothness via Wavelet Shrinkage

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High dimensional robust M-estimation: asymptotic variance via approximate message passing

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Counting faces of randomly projected polytopes when the projection radically lowers dimension

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Exponential Bounds Implying Construction of Compressed Sensing Matrices, Error-Correcting Codes, and Neighborly Polytopes by Random Sampling

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Estimating False Discovery Proportion Under Arbitrary Covariance Dependence

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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The risk inflation criterion for multiple regression

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Local asymptotic coding and the minimum description length

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Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization

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A nonparametric empirical Bayes approach to adaptive minimax estimation

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Nonmetric multidimensional scaling. A numerical method

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Gaussian graphical model estimation with false discovery rate control

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A significance test for the lasso

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Inequalities: theory of majorization and its applications

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Lasso-type recovery of sparse representations for high-dimensional data

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Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

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High-dimensional Ising model selection using $\ell _{1}$-regularized logistic regression

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Estimation of the mean of a multivariate normal distribution

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SLOPE is adaptive to unknown sparsity and asymptotically minimax

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Q4864293

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The Covariance Inflation Criterion for Adaptive Model Selection

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On the conditions used to prove oracle results for the Lasso

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Minimax risks for sparse regressions: ultra-high dimensional phenomenons

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Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

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Model selection and sharp asymptotic minimaxity

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Q2896196

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Nearly unbiased variable selection under minimax concave penalty

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The Adaptive Lasso and Its Oracle Properties

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Identifiers

zbMATH Open document ID

1338.62032

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DOI

10.1214/15-AOS1397

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:292875