2 papers
math.ST2008★ 8 cited
Some Two-Step Procedures for Variable Selection in High-Dimensional Linear Regression
Jian Zhang, Xinge Jessie Jeng, Han Liu
We study the problem of high-dimensional variable selection via some two-step procedures. First we show that given some good initial estimator which is -consistent b…
stat.ML2008★ 5 cited
On the Regularized Regression
Han Liu, Jian Zhang
In this paper we consider the problem of grouped variable selection in high-dimensional regression using regularization (), which can be viewed…