15 citations · 22 across the 8 of their papers we have counts for
4 papers · 1 filter
A Risk Ratio Comparison of and Penalized Regression
Kory D. Johnson, Dongyu Lin, Lyle H. Ungar +2
There has been an explosion of interest in using -regularization in place of -regularization for feature selection. We present theoretical results showing that while $l_1…
Fitting High-Dimensional Interaction Models with Error Control
Kory D. Johnson, Robert A. Stine, Dean P. Foster
There is a renewed interest in polynomial regression in the form of identifying influential interactions between features. In many settings, this takes place in a high-dimensional…
Submodularity in Statistics: Comparing the Success of Model Selection Methods
Kory D. Johnson, Robert A. Stine, Dean P. Foster
We demonstrate the usefulness of submodularity in statistics as a characterization of the difficulty of the \emph{search} problem of feature selection. The search problem is the ab…
Adaptive Monotone Shrinkage for Regression
Zhuang Ma, Dean Foster, Robert Stine
We develop an adaptive monotone shrinkage estimator for regression models with the following characteristics: i) dense coefficients with small but important effects; ii) a priori o…