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The Dantzig selector: Statistical estimation when p is much larger than n
The Dantzig selector: Statistical estimation when p is much larger than n,10.1214/009053606000001523,Emmanuel Candes,Terence Tao
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The Dantzig selector: Statistical estimation when p is much larger than n
(
Citations: 389
)
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Emmanuel Candes
,
Terence Tao
Published in 2007.
DOI:
10.1214/009053606000001523
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Citation Context
(240)
...The DS problem is a model recently proposed by Candès and Tao
11
for recovering large sparse signal using a relatively small number of linear measurements or observations...
Zhaosong Lu
.
Primal–dual firstorder methods for a class of cone programming
...Note that the Dantzig Selector (Candes and Tao
2007
; James, Radchenko, and Dasso
2009
) can be put into this confidence region framework as it is exactly in the form of (<0003" reftype="dispformula">2...
Funda Gunes
,
et al.
A Confidence Region Approach to Tuning for Variable Selection
...These conditions are mainly used to address the worstcase performance of sparse recovery [
3
]–[5]...
...In this letter, we investigate the quality of a sensing matrix with respect to the mean squared error (MSE) performance of the oracle estimator [
3
], whose performance has been shown to act as a benchmark to the performance of various common sparse recovery algorithms...
...Consequently, to avoid the analysis of a single or several practical sparse recovery algorithms such as the basis pursuit denoise (BPDN), the Dantzig selector, and orthogonal matching pursuit (OMP), we capitalize on the wellknown oracle estimator that performs ideal least square (LS) estimation based on prior knowledge of the sparse vector support [
3
]...
...The oracle estimator MSE incurred in the estimation of a sparse deterministic vector in the presence of a standard Gaussian noise vector , according to the model in (1), is given by [
3
]...
Wei Chen
,
et al.
On the Use of UnitNorm Tight Frames to Improve the Average MSE Perfor...
...Available computational algorithms include, but are not limited to, solution path algorithms
27
, interiorpoint method
28
, linear programming
10
17
,
l
_{1}
constrained quadratic programming
25
, and onestep local linear approximation
29
...
Tong Tong Wu
.
Lasso penalized semiparametric regression on highdimensional recurren...
...the elastic net (Zou and Hastie, 2005), SCAD (Fan and Li, 2001), the Dantzig selector (
Candes and Tao, 2007
) and boosting approaches (for example Bühlmann and Yu, 2003)...
...Comparable procedures have already been proposed, for example, by Efron et al. (2004) under the name "LarsOLS hybrid", or by
Candes and Tao (2007)
as "GaussDantzig Selector"...
Jan Gertheiss
,
et al.
Sparse modeling of categorial explanatory variables
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Citations
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Primal–dual firstorder methods for a class of cone programming
(
Citations: 1
)
Zhaosong Lu
Journal:
Optimization Methods & Software  OPTIM METHOD SOFTW
, vol. aheadofp, no. aheadofp, pp. 120, 2012
Quantile Regression for Analyzing Heterogeneity in Ultrahigh Dimension
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