653 citations · 673 across the 3 of their papers we have counts for
3 papers
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…
stat.ME2008
A path following algorithm for Sparse Pseudo-Likelihood Inverse Covariance Estimation (SPLICE)
Guilherme V. Rocha, Peng Zhao, Bin Yu
Given n observations of a p-dimensional random vector, the covariance matrix and its inverse (precision matrix) are needed in a wide range of applications. Sample covariance (e.g.…