Model Selection for High-Dimensional Quadratic Regression via Regularization

Innovated interaction screening for high-dimensional nonlinear classification

(2015) Yingying Fan et al.   ANNALS OF STATISTICS

Regularization Paths for Generalized Linear Models via Coordinate Descent

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

Variable selection for general index models via sliced inverse regression

(2014) Bo Jiang et al.   ANNALS OF STATISTICS

Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data

(2014) Ming-Yen Cheng et al.   ANNALS OF STATISTICS

Interaction Screening for Ultrahigh-Dimensional Data

(2014) Ning Hao et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

A lasso for hierarchical interactions

(2013) Jacob Bien et al.   ANNALS OF STATISTICS

Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space

(2013) Yingying Fan et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

A Generic Path Algorithm for Regularized Statistical Estimation

(2013) Hua Zhou et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

APPLE: approximate path for penalized likelihood estimators

(2013) Yi Yu et al.   STATISTICS AND COMPUTING

Tuning parameter selection in high dimensional penalized likelihood

(2012) Yingying Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Nonconcave Penalized Likelihood With NP-Dimensionality

(2011) Jianqing Fan et al.   IEEE TRANSACTIONS ON INFORMATION THEORY

Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

(2011) Jianqing Fan et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Structured variable selection and estimation

(2010) Ming Yuan et al.   Annals of Applied Statistics

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS

An ordinary differential equation-based solution path algorithm

(2010) Yichao Wu   JOURNAL OF NONPARAMETRIC STATISTICS

Forward Regression for Ultra-High Dimensional Variable Screening

(2010) Hansheng Wang   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Variable Selection With the Strong Heredity Constraint and Its Oracle Property

(2010) Nam Hee Choi et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

The composite absolute penalties family for grouped and hierarchical variable selection

(2009) Peng Zhao et al.   ANNALS OF STATISTICS

Genome-wide association analysis by lasso penalized logistic regression

(2009) Tong Tong Wu et al.   BIOINFORMATICS

Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

(2009) Martin J. Wainwright   IEEE TRANSACTIONS ON INFORMATION THEORY

Coordinate descent algorithms for lasso penalized regression

(2008) Tong Tong Wu et al.   Annals of Applied Statistics

Extended Bayesian information criteria for model selection with large model spaces

(2008) J. Chen et al.   BIOMETRIKA

Sure independence screening for ultrahigh dimensional feature space

(2008) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY