A direct approach to sparse discriminant analysis in ultra-high dimensions

Penalized classification using Fisher's linear discriminant

(2011) Daniela M. Witten et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Optimal rates of convergence for covariance matrix estimation

(2010) T. Tony Cai et al.   ANNALS OF STATISTICS

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS

High-dimensional classification using features annealed independence rules

(2009) Jianqing Fan et al.   ANNALS OF STATISTICS

Sparse linear discriminant analysis for simultaneous testing for the significance of a gene set/pathway and gene selection

(2009) Michael C. 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

Sparse estimation of large covariance matrices via a nested Lasso penalty

(2008) Elizaveta Levina et al.   Annals of Applied Statistics

Regularized estimation of large covariance matrices

(2008) Peter J. Bickel et al.   ANNALS OF STATISTICS

Sparse permutation invariant covariance estimation

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