UPS delivers optimal phase diagram in high-dimensional variable selection

DOI10.1214/11-AOS947zbMath1246.62160arXiv1010.5028OpenAlexW3102266093MaRDI QIDQ450021

Pengsheng Ji, Jiashun Jin

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.5028

zbMATH Keywords

graphsubset selectionHamming distancephase diagramlassoscreen and cleanpenalization methodsStein's normal means

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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Uses Software

• PDCO
• glmnet

Cites Work

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