2.5k citations · 3.3k across the 61 of their papers we have counts for
Showing 2017 · math.STShow all
2 papers · 2 filters
math.ST2017★ 13 cited
Which bridge estimator is optimal for variable selection?
Shuaiwen Wang, Haolei Weng, Arian Maleki
We study the problem of variable selection for linear models under the high-dimensional asymptotic setting, where the number of observations grows at the same rate as the numbe…
math.ST2017
Low noise sensitivity analysis of Lq-minimization in oversampled systems
Haolei Weng, Arian Maleki
The class of Lq-regularized least squares (LQLS) are considered for estimating a p-dimensional vector \b{eta} from its n noisy linear observations y = X\b{eta}+w. The performance o…