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20042023
most citedCalibrating nonconvex penalized regression in ultra-high dimension

135 citations · 298 across the 23 of their papers we have counts for

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5 papers · 1 filter

math.ST2020★ 3 cited

Nonconvex sparse regularization for deep neural networks and its optimality

Ilsang Ohn, Yongdai Kim

Recent theoretical studies proved that deep neural network (DNN) estimators obtained by minimizing empirical risk with a certain sparsity constraint can attain optimal convergence…

math.ST2016★ 2 cited

The semi-parametric Bernstein-von Mises theorem for regression models with symmetric errors

Minwoo Chae, Yongdai Kim, Bas Kleijn

In a smooth semi-parametric model, the marginal posterior distribution for a finite dimensional parameter of interest is expected to be asymptotically equivalent to the sampling di…

math.ST2013★ 135 cited

Calibrating nonconvex penalized regression in ultra-high dimension

Lan Wang, Yongdai Kim, Runze Li

We investigate high-dimensional nonconvex penalized regression, where the number of covariates may grow at an exponential rate. Although recent asymptotic theory established that t…

math.ST2006★ 32 cited

The Bernstein--von Mises theorem for the proportional hazard model

Yongdai Kim

We study large sample properties of Bayesian analysis of the proportional hazard model with neutral to the right process priors on the baseline hazard function. We show that the po…

math.ST2004★ 28 cited

A Bernstein-von Mises theorem in the nonparametric right-censoring model

Yongdai Kim, Jaeyong Lee

In the recent Bayesian nonparametric literature, many examples have been reported in which Bayesian estimators and posterior distributions do not achieve the optimal convergence ra…