Discussion: The Dantzig selector: Statistical estimation when $p$ is much larger than $n$

Abstract

Discussion of ``The Dantzig selector: Statistical estimation when $p$ is much larger than $n$'' [math/0506081]

Published in at http://dx.doi.org/10.1214/009053607000000433 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

References in corpus (11)

• Rejoinder to "Least angle regression" by Efron et al
• Least Angle Regression
• Discussion of "Least angle regression" by Efron et al
• Discussion of "Least angle regression" by Efron et al
• Discussion of "Least angle regression" by Efron et al
• Discussion of "Least angle regression" by Efron et al
• Discussion of "Least angle regression" by Efron et al
• Discussion of "Least angle regression" by Efron et al
• Discussion of "Least angle regression" by Efron et al
• Discussion of "Least angle regression" by Efron et al
• Piecewise linear regularized solution paths

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• Some sharp performance bounds for least squares regression with $L_1$ regularization
• A framework to characterize performance of LASSO algorithms
• RIPless compressed sensing from anisotropic measurements
• Continuous-Domain Solutions of Linear Inverse Problems with Tikhonov vs. Generalized TV Regularization
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
• The Dantzig selector: Recovery of Signal via ${\ell }_1-\alpha {\ell }_2$ Minimization
• A performance analysis framework for SOCP algorithms in noisy compressed sensing
• CoCoLasso for High-dimensional Error-in-variables Regression
• Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models
• A Theoretical Analysis of Sparse Recovery Stability of Dantzig Selector and LASSO
• Computing Estimators of Dantzig Selector type via Column and Constraint Generation
• Separation of undersampled composite signals using the Dantzig selector with overcomplete dictionaries
• Practical recipes for the model order reduction, dynamical simulation, and compressive sampling of large-scale open quantum systems
• Finding Dantzig selectors with a proximity operator based fixed-point algorithm
• HMLasso: Lasso with High Missing Rate
• Least Absolute Gradient Selector: Statistical Regression via Pseudo-Hard Thresholding
• A problem dependent analysis of SOCP algorithms in noisy compressed sensing
• Parallelism, Uniqueness, and Large-Sample Asymptotics for the Dantzig Selector
• Sparse linear regression -- CLuP achieves the ideal \emph{exact} ML