1.1k citations · 5.4k across the 59 of their papers we have counts for
Showing 2009 · math.STShow all
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math.ST2009★ 5 cited
Minimax rates of estimation for high-dimensional linear regression over -balls
Garvesh Raskutti, Martin J. Wainwright, Bin Yu
Consider the standard linear regression model $\y = \Xmat \betastar + w$, where $\y \in \real^\numobs$ is an observation vector, $\Xmat \in \real^{\numobs \times \pdim}$ is a desig…
math.ST2009★ 653 cited
The composite absolute penalties family for grouped and hierarchical variable selection
Peng Zhao, Guilherme Rocha, Bin Yu
Extracting useful information from high-dimensional data is an important focus of today's statistical research and practice. Penalized loss function minimization has been shown to…
math.ST2009★ 20 cited
Asymptotic distribution and sparsistency for l1-penalized parametric M-estimators with applications to linear SVM and logistic regression
Guilherme V. Rocha, Xing Wang, Bin Yu
Since its early use in least squares regression problems, the l1-penalization framework for variable selection has been employed in conjunction with a wide range of loss functions…