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Bogdan M, van den Berg E, Sabatti C, et al. SLOPE-ADAPTIVE VARIABLE SELECTION VIA CONVEX OPTIMIZATION. Ann Appl Stat. 2015;9(3):1103-1140doi: 10.1214/15-AOAS842.
Bogdan, M., van den Berg, E., Sabatti, C., Su, W., & Candès, E. J. (2015). SLOPE-ADAPTIVE VARIABLE SELECTION VIA CONVEX OPTIMIZATION. The annals of applied statistics, 9(3), 1103-1140. https://doi.org/10.1214/15-AOAS842
Bogdan, Małgorzata, et al. "SLOPE-ADAPTIVE VARIABLE SELECTION VIA CONVEX OPTIMIZATION." The annals of applied statistics vol. 9,3 (2015): 1103-1140. doi: https://doi.org/10.1214/15-AOAS842
Bogdan M, van den Berg E, Sabatti C, Su W, Candès EJ. SLOPE-ADAPTIVE VARIABLE SELECTION VIA CONVEX OPTIMIZATION. Ann Appl Stat. 2015;9(3):1103-1140. doi: 10.1214/15-AOAS842. PMID: 26709357; PMCID: PMC4689150.
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Ann Appl Stat. 2015;9(3):1103-1140. doi: 10.1214/15-AOAS842.

SLOPE-ADAPTIVE VARIABLE SELECTION VIA CONVEX OPTIMIZATION.

The annals of applied statistics

Małgorzata Bogdan, Ewout van den Berg, Chiara Sabatti, Weijie Su, Emmanuel J Candès

Affiliations

  1. Department of Mathematics, Wroc?aw University of Technology, 50-370 Wroc?aw, Poland.
  2. Human Language Technologies, IBM T.J. Watson Research Center, Yorktown Heights, New York 10598, USA.
  3. Department of Health Research and Policy, Division of Biostatistics, Stanford University, HRP Redwood Building, Stanford, California 94305, USA.
  4. Department of Statistics, Stanford University, 90 Serra Mall, Sequoia Hall, Stanford, California 94305, USA.
  5. Department of Statistics, Stanford University, 390 Serra Mall, Sequoia Hall, Stanford, California 94305, USA.

PMID: 26709357 PMCID: PMC4689150 DOI: 10.1214/15-AOAS842

Abstract

We introduce a new estimator for the vector of coefficients

Keywords: Lasso; Sparse regression; false discovery rate; sorted ℓ1 penalized estimation (SLOPE); variable selection

References

  1. IEEE Trans Neural Netw Learn Syst. 2012 Sep;23(9):1436-47 - PubMed
  2. J Am Stat Assoc. 2011;106(496):1602-1614 - PubMed
  3. PLoS Genet. 2014 Jan 30;10(1):e1004147 - PubMed
  4. Ann Stat. 2009 Jan 1;37(5A):2178-2201 - PubMed
  5. Ann Appl Stat. 2015;9(3):1103-1140 - PubMed
  6. Biometrics. 2008 Mar;64(1):115-23 - PubMed
  7. Ann Stat. 2014 Apr;42(2):413-468 - PubMed

Publication Types

Grant support