DOI: 10.1214/10-ejs578. Sparse regression with exact clustering

Sparse regression with exact clustering

10.1214/10-ejs578

Crossref journal-article

Institute of Mathematical Statistics

Electronic Journal of Statistics (108)

Bibliography

She, Y. (2010). Sparse regression with exact clustering. Electronic Journal of Statistics, 4(none).

Authors 1

Yiyuan She (first)

References 36 Referenced 72

[1] Amaldi, E. and Kann, V. (1998), “On the approximability of minimizing non zero variables or unsatisfied relations in linear systems,”, Theoretical Computer Science, 209, 237–260. (10.1016/S0304-3975(97)00115-1)
[2] Anderson, T. (1971), The Statistical Analysis of Time Series, New York: Wiley.
[3] Bazaraa, M. S. and Shetty, C. M. (1979), Nonlinear Programming: Theory and Algorithms, John Wiley & Sons.
[4] Bertsekas, D. (1999), Nonlinear Programming, Athena Scientific.
[5] Bondell, H. D. and Reich, B. J. (2008), “Simultaneous regression shrinkage, variable selection and clustering of predictors with OSCAR,”, Biometrics, 64, 115–123. (10.1111/j.1541-0420.2007.00843.x)
[6] Boyd, S. and Vandenberghe, L. (2004), Convex Optimization, Cambridge, MA: Cambridge University Press. (10.1017/CBO9780511804441)
[7] Browder, F. E. and Petryshyn, W. V. (1967), “Construction of fixed points of nonlinear mappings in Hilbert space,”, Journal of Mathematical Analysis and Applications, 20, 197–228. (10.1016/0022-247X(67)90085-6)
[8] Bunea, F., Tsybakov, A. B., and Wegkamp, M. (2007), “Sparsity oracle inequalities for the lasso,”, Electronic Journal of Statistics, 1, 169–194. (10.1214/07-EJS008)
[9] Candès, E. and Tao, T. (2005), “The Dantzig selector: statistical estimation when p is much smaller than n,”, Annals of Statistics, 35, 2392–2404.
[10] Daubechies, I., Defrise, M., and De Mol, C. (2004), “An iterative thresholding algorithm for linear inverse problems with a sparsity constraint,”, Communications on Pure and Applied Mathematics, 57, 1413–1457. (10.1002/cpa.20042)
[11] Dettling, M. and Bühlmann, P. (2004), “Finding Predictive Gene Groups from Microarray Data,”, Journal of Multivariate Analysis, 90, 106–131. (10.1016/j.jmva.2004.02.012)
[12] Dotson Jr., W. (1970), “On the Mann iterative process,”, Trans. Amer. Math. Soc., 149, 65–73. (10.1090/S0002-9947-1970-0257828-6)
[13] Efron, B., Hastie, T., Johnstone, I., and Tibshirani, R. (2004), “Least Angle Regression,”, Annals of Statistics, 32, 407–499. (10.1214/009053604000000067)
[14] Friedman, J., Hastie, T., Hofling, H., and Tibshirani, R. (2007), “Pathwise coordinate optimization,”, Annals of Applied Statistics, 1, 302–332. (10.1214/07-AOAS131)
[15] Fu, W. (1998), “Penalized regressions: the bridge vs the lasso,”, JCGS, 7, 397–416.
[16] Geyer, C. J. (1996), “On the Asymptotics of Convex Stochastic, Optimization”.
[17] Jörnsten, R. and Yu, B. (2003), “Simultaneous Gene Clustering and Subset Selection,”, Bioinformatics, 19, 1100–1109. (10.1093/bioinformatics/btg039)
[18] Knight, K. and Fu, W. (2000), “Asymptotics for lasso-type estimators,”, Annals of Statistics, 28, 1356–1378. (10.1214/aos/1015957397)
[19] Mann, W. R. (1953), “Mean value methods in iteration,”, Proc. Amer. Math. Soc., 4, 506–510. (10.1090/S0002-9939-1953-0054846-3)
[20] Nolte, A. and Schrader, R. (2000), “A note on the finite time behavior of simulated annealing,”, Math. Operat. Res., 25, 476–484. (10.1287/moor.25.3.476.12211)
[21] Opial, Z. (1967), “Weak convergence of the sequence of successive approximations for nonexpansive mappings,”, Bull. Amer. Math. Soc., 73, 591–597. (10.1090/S0002-9904-1967-11761-0)
[22] Osborne, M., Presnell, B., and Turlach, B. (2000), “On the LASSO and its Dual,”, J. Comput. Graph. Statist., 9, 319–337. (10.1080/10618600.2000.10474883)
[23] She, Y. (2008), “Sparse Regression with Exact Clustering,” Ph.D. thesis, Stanford, University. (10.1214/10-EJS578)
[24] She, Y. (2009), “Thresholding-based Iterative Selection Procedures for Model Selection and Shrinkage,”, Electronic Journal of Statistics, 3, 384–415. (10.1214/08-EJS348)
[25] Shimizu, K., Ishizuka, Y., and Bard, J. (1997), Nondifferentiable and Two-Level Mathematical Programming, Kluwer Academic Publishers. (10.1007/978-1-4615-6305-1)
[26] Tibshirani, R. (1996), “Regression Shrinkage and Selection via the Lasso,”, JRSSB, 58, 267–288. (10.1111/j.2517-6161.1996.tb02080.x)
[27] Tibshirani, R., Saunders, M., Rosset, S., Zhu, J., and Knight, K. (2005), “Sparsity and smoothness via the fused lasso,”, JRSSB, 67, 91–108. (10.1111/j.1467-9868.2005.00490.x)
[28] Wrinkler, G. (1990), “An Ergodic, L2-Theorem for Simulated Annealing in Bayesian Image Reconstruction,” Journal of Applied Probability, 28, 779–791.
[29] Wu, T. and Lange, K. (2008), “Coordinate Descent Algorithm for Lasso Penalized Regression,”, Ann. Appl. Stat., 2, 224–244. (10.1214/07-AOAS147)
[30] Yuan, M. and Lin, Y. (2006), “Model selection and estimation in regression with grouped variables,”, JRSSB, 68, 49–67. (10.1111/j.1467-9868.2005.00532.x)
[31] Zhang, C.-H. and Huang, J. (2008), “The sparsity and bias of the Lasso selection in high-dimensional linear regression,”, Ann. Statist, 36, 1567–1594. (10.1214/07-AOS520)
[32] Zhao, P. and Yu, B. (2006a), “Grouped and Hierarchical Model Selection through Composite Absolute Penalties,” Tech. rep., Dept. of Statistics, University of California, Berkeley.
[33] Zhao, P. and Yu, B. (2006b), “On Model Selection Consistency of Lasso,”, Journal of Machine Learning Research, 7, 2541–2563.
[34] Zou, H. (2006), “The Adaptive Lasso and Its Oracle Properties,”, JASA, 101, 1418–1429. (10.1198/016214506000000735)
[35] Zou, H. and Hastie, T. (2005), “Regularization and Variable Selection via the Elastic Net,”, JRSSB, 67, 301–320. (10.1111/j.1467-9868.2005.00503.x)
[36] Zou, H. and Li, R. (2008), “One-step Sparse Estimates in Nonconcave Penalized Likelihood Models,”, Annals of Statistics, 1509–1533. (10.1214/07-AOS0316REJ)

Dates

Type	When
Created	14 years, 10 months ago (Oct. 12, 2010, 9:17 a.m.)
Deposited	6 months ago (Feb. 26, 2025, 12:55 p.m.)
Indexed	1 week, 4 days ago (Aug. 19, 2025, 5:58 a.m.)
Issued	15 years, 7 months ago (Jan. 1, 2010)
Published	15 years, 7 months ago (Jan. 1, 2010)
Published Print	15 years, 7 months ago (Jan. 1, 2010)

Funders 0

None

BibTeX

@article{She_2010, title={Sparse regression with exact clustering}, volume={4}, ISSN={1935-7524}, url={http://dx.doi.org/10.1214/10-ejs578}, DOI={10.1214/10-ejs578}, number={none}, journal={Electronic Journal of Statistics}, publisher={Institute of Mathematical Statistics}, author={She, Yiyuan}, year={2010}, month=jan }

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