Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression

A note on fast envelope estimation

(2016) R. Dennis Cook et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Envelopes and reduced-rank regression

(2015) R. Dennis Cook et al.   BIOMETRIKA

Foundations for Envelope Models and Methods

(2015) R. Dennis Cook et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Regularization Paths for Generalized Linear Models via Coordinate Descent

(2015) Jerome Friedman et al.   Journal of Statistical Software

Sparse precision matrix estimation via lasso penalized D-trace loss

(2014) T. Zhang et al.   BIOMETRIKA

A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees

(2014) Kshitij Khare et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

A fast unified algorithm for solving group-lasso penalize learning problems

(2014) Yi Yang et al.   STATISTICS AND COMPUTING

Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression

(2013) R. D. Cook et al.   BIOMETRIKA

Envelopes and partial least squares regression

(2013) R. D. Cook et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Smoothing proximal gradient method for general structured sparse regression

(2012) Xi Chen et al.   Annals of Applied Statistics

Estimating sufficient reductions of the predictors in abundant high-dimensional regressions

(2012) R. Dennis Cook et al.   ANNALS OF STATISTICS

A Sparse-Group Lasso

(2012) Noah Simon et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

On the consistency of coordinate-independent sparse estimation with BIC

(2012) Changliang Zou et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Partial envelopes for efficient estimation in multivariate linear regression

(2011) Z. Su et al.   BIOMETRIKA

The MM Alternative to EM

(2011) Tong Tong Wu et al.   STATISTICAL SCIENCE

High-dimensional covariance estimation by minimizing ℓ1-penalized log-determinant divergence

(2011) Pradeep Ravikumar et al.   Electronic Journal of Statistics

Coordinate-independent sparse sufficient dimension reduction and variable selection

(2010) Xin Chen et al.   ANNALS OF STATISTICS

MM Algorithms for Some Discrete Multivariate Distributions

(2010) Hua Zhou et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Sparse permutation invariant covariance estimation

(2008) Adam J. Rothman et al.   Electronic Journal of Statistics