False discoveries occur early on the Lasso path
From MaRDI portal
Publication:1687123
DOI10.1214/16-AOS1521zbMath1459.62142arXiv1511.01957OpenAlexW2963787255MaRDI QIDQ1687123
Małgorzata Bogdan, Weijie Su, Emmanuel J. Candès
Publication date: 22 December 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.01957
powerfalse discovery rateLassoapproximate message passing (AMP)adaptive selection of parametersfalse negative rateLasso path
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)
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