Characterizing the SLOPE trade-off: a variational perspective and the Donoho-Tanner limit

DOI10.1214/22-aos2194arXiv2105.13302MaRDI QIDQ6046301

Zhiqi Bu, Jason M. Klusowski, Weijie J. Su, Cynthia Rush

Publication date: 10 May 2023

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

Full work available at URL: https://arxiv.org/abs/2105.13302

zbMATH Keywords

SLOPEphase transitionfalse discovery rateapproximate message passingtrue positive ratesorted \(\ell 1\) regularization

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Cites Work

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