The Spike-and-Slab LASSO

SLOPE is adaptive to unknown sparsity and asymptotically minimax

(2016) Weijie Su et al.   ANNALS OF STATISTICS

Bayesian linear regression with sparse priors

(2015) Ismaël Castillo et al.   ANNALS OF STATISTICS

Dirichlet–Laplace Priors for Optimal Shrinkage

(2015) Anirban Bhattacharya et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Posterior Model Consistency in Variable Selection as the Model Dimension Grows

(2015) Elías Moreno et al.   STATISTICAL SCIENCE

Optimal computational and statistical rates of convergence for sparse nonconvex learning problems

(2014) Zhaoran Wang et al.   ANNALS OF STATISTICS

The horseshoe estimator: Posterior concentration around nearly black vectors

(2014) S. L. van der Pas et al.   Electronic Journal of Statistics

Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector

(2014) Ryan Martin et al.   Electronic Journal of Statistics

Asymptotic properties for combined L1 and concave regularization

(2013) Yingying Fan et al.   BIOMETRIKA

EMVS: The EM Approach to Bayesian Variable Selection

(2013) Veronika Ročková et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Needles and Straw in a Haystack: Posterior concentration for possibly sparse sequences

(2012) Ismaël Castillo et al.   ANNALS OF STATISTICS

Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models

(2012) Fabian Scheipl et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

A General Theory of Concave Regularization for High-Dimensional Sparse Estimation Problems

(2012) Cun-Hui Zhang et al.   STATISTICAL SCIENCE

Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection

(2011) Patrick Breheny et al.   Annals of Applied Statistics

SparseNet: Coordinate Descent With Nonconvex Penalties

(2011) Rahul Mazumder et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS

Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

(2010) James G. Scott et al.   ANNALS OF STATISTICS

The horseshoe estimator for sparse signals

(2010) C. M. Carvalho et al.   BIOMETRIKA

Thresholding-based iterative selection procedures for model selection and shrinkage

(2009) Yiyuan She   Electronic Journal of Statistics

One-step sparse estimates in nonconcave penalized likelihood models

(2008) Hui Zou et al.   ANNALS OF STATISTICS

Enhancing Sparsity by Reweighted ℓ 1 Minimization

(2008) Emmanuel J. Candès et al.   JOURNAL OF FOURIER ANALYSIS AND APPLICATIONS