Adaptive Monotone Shrinkage for Regression
暂无分享,去创建一个
[1] I. Johnstone,et al. Adapting to Unknown Smoothness via Wavelet Shrinkage , 1995 .
[2] L. Dicker. Dense Signals, Linear Estimators, and Out-of-Sample Prediction for High-Dimensional Linear Models , 2011, 1102.2952.
[3] Nathan Halko,et al. Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions , 2009, SIAM Rev..
[4] C. Witzgall,et al. Projections onto order simplexes , 1984 .
[5] Ker-Chau Li,et al. From Stein's Unbiased Risk Estimates to the Method of Generalized Cross Validation , 1985 .
[6] David L. Donoho,et al. De-noising by soft-thresholding , 1995, IEEE Trans. Inf. Theory.
[7] Lee H. Dicker,et al. Optimal Estimation and Prediction for Dense Signals in High-Dimensional Linear Models , 2012, 1203.4572.
[8] Dean P. Foster,et al. The risk inflation criterion for multiple regression , 1994 .
[9] P. Hall,et al. Feature selection when there are many influential features , 2009, 0911.4076.
[10] Jianqing Fan,et al. Sure independence screening for ultrahigh dimensional feature space , 2006, math/0612857.
[11] Lawrence D. Brown,et al. SURE Estimates for a Heteroscedastic Hierarchical Model , 2012, Journal of the American Statistical Association.
[12] I. Johnstone,et al. Adapting to unknown sparsity by controlling the false discovery rate , 2005, math/0505374.
[13] Mark Liberman,et al. Featurizing Text : Converting Text into Predictors for Regression Analysis , 2013 .
[14] Harrison H. Zhou,et al. A data-driven block thresholding approach to wavelet estimation , 2009, 0903.5147.
[15] H. D. Brunk. Maximum Likelihood Estimates of Monotone Parameters , 1955 .
[16] P. Bickel,et al. SIMULTANEOUS ANALYSIS OF LASSO AND DANTZIG SELECTOR , 2008, 0801.1095.
[17] Terence Tao,et al. The Dantzig selector: Statistical estimation when P is much larger than n , 2005, math/0506081.
[18] H. D. Brunk,et al. AN EMPIRICAL DISTRIBUTION FUNCTION FOR SAMPLING WITH INCOMPLETE INFORMATION , 1955 .
[19] Allen Y. Yang,et al. Robust Face Recognition via Sparse Representation , 2009, IEEE Transactions on Pattern Analysis and Machine Intelligence.
[20] H. D. Brunk. On the Estimation of Parameters Restricted by Inequalities , 1958 .
[21] R. Tibshirani,et al. Least angle regression , 2004, math/0406456.
[22] T. Cai. Adaptive wavelet estimation : A block thresholding and oracle inequality approach , 1999 .
[23] R. Tibshirani. Regression Shrinkage and Selection via the Lasso , 1996 .