Sparse additive models in high dimensions with wavelets

Kernel Knockoffs Selection for Nonparametric Additive Models

(2022) Xiaowu Dai et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Wavelet-based robust estimation and variable selection in nonparametric additive models

(2021) Umberto Amato et al.   STATISTICS AND COMPUTING

Panning for gold: ‘model-X’ knockoffs for high dimensional controlled variable selection

(2018) Emmanuel Candès et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Quantile universal threshold

(2017) Caroline Giacobino et al.   Electronic Journal of Statistics

Smoothing Parameter and Model Selection for General Smooth Models

(2016) Simon N. Wood et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Controlling the false discovery rate via knockoffs

(2015) Rina Foygel Barber et al.   ANNALS OF STATISTICS

The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms

(2013) Florentina Bunea et al.   IEEE TRANSACTIONS ON INFORMATION THEORY

Scaled sparse linear regression

(2012) T. Sun et al.   BIOMETRIKA

Square-root lasso: pivotal recovery of sparse signals via conic programming

(2011) A. Belloni et al.   BIOMETRIKA

Comments on: ℓ 1-penalization for mixture regression models

(2010) Anestis Antoniadis   TEST

Sparse additive models

(2009) Pradeep Ravikumar et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY