Estimation Stability With Cross-Validation (ESCV)

Regularization Paths for Generalized Linear Models via Coordinate Descent

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

Stability

(2013) Bin Yu   BERNOULLI

Variable Selection Diagnostics Measures for High-Dimensional Regression

(2013) Ying Nan et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Variable selection with error control: another look at stability selection

(2012) Rajen D. Shah et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations

(2011) Tong Zhang   IEEE TRANSACTIONS ON INFORMATION THEORY

High-dimensional variable selection

(2009) Larry Wasserman et al.   ANNALS OF STATISTICS

Simultaneous analysis of Lasso and Dantzig selector

(2009) Peter J. Bickel et al.   ANNALS OF STATISTICS

Lasso-type recovery of sparse representations for high-dimensional data

(2009) Nicolai Meinshausen et al.   ANNALS OF STATISTICS

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

The sparsity and bias of the Lasso selection in high-dimensional linear regression

(2008) Cun-Hui Zhang et al.   ANNALS OF STATISTICS

Extended Bayesian information criteria for model selection with large model spaces

(2008) J. Chen et al.   BIOMETRIKA

Identifying natural images from human brain activity

(2008) Kendrick N. Kay et al.   NATURE