When do stepwise algorithms meet subset selection criteria?

DOI10.1214/009053606000001334zbMath1125.62079arXiv0708.2149OpenAlexW3098257017MaRDI QIDQ995431

Xiaoming Huo, Xuelei (Sherry) Ni

Publication date: 3 September 2007

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

Full work available at URL: https://arxiv.org/abs/0708.2149

zbMATH Keywords

convex optimizationmodel selectionsubset selectionconcurrent optimal subsetstepwise algorithms

Mathematics Subject Classification ID

Related Items (6)

Achieving the oracle property of OEM with nonconvex penalties ⋮ High-dimensional sparse index tracking based on a multi-step convex optimization approach ⋮ Hard thresholding regression ⋮ Complexity of penalized likelihood estimation ⋮ When do stepwise algorithms meet subset selection criteria? ⋮ High-dimensional variable selection via low-dimensional adaptive learning

Uses Software

• PDCO
• ElemStatLearn
• AS 199

Cites Work

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