66 citations · 88 across the 9 of their papers we have counts for
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stat.ML2012★ 66 cited
Consistent selection of tuning parameters via variable selection stability
Wei Sun, Junhui Wang, Yixin Fang
Penalized regression models are popularly used in high-dimensional data analysis to conduct variable selection and model fitting simultaneously. Whereas success has been widely rep…
stat.OT2012★ 1 cited
A divergence formula for regularization methods with an L2 constraint
Yixin Fang, Yuanjia Wang, Xin Huang
We derive a divergence formula for a group of regularization methods with an L2 constraint. The formula is useful for regularization parameter selection, because it provides an unb…