Analysis of supersaturated designs via the Dantzig selector

Analysis of Supersaturated Designs via Dantzig Selector

A supersaturated design is a design whose run size is not enough for estimating all the main effects. It is commonly used in screening experiment, where the goal is to identify sparse and dominant active effects with low cost. In this paper, we study a variable selection method via Dantzig selector, proposed by Candes and Tao (2007), to screen active effects. A graphical procedure and an automa...

Analysis of Supersaturated Designs via the Dantzig Selector

A supersaturated design is a design whose run size is not enough for estimating all the main effects. It is commonly used in screening experiments, where the goals are to identify sparse and dominant active factors with low cost. In this paper, we study a variable selection method via the Dantzig selector, proposed by Candes and Tao (2007), to screen important effects. A graphical procedure and...

The Group Dantzig Selector

We introduce a new method — the group Dantzig selector — for high dimensional sparse regression with group structure, which has a convincing theory about why utilizing the group structure can be beneficial. Under a group restricted isometry condition, we obtain a significantly improved nonasymptotic `2-norm bound over the basis pursuit or the Dantzig selector which ignores the group structure. ...

Discussion of “the Dantzig selector”

The Dantzig Selector : Statistical Estimation

given just a single parameter t. Two active-set methods were described in [11], with some concern about efficiency if p were large, where X is n× p . Later when basis pursuit de-noising (BPDN) was introduced [2], the intention was to deal with p very large and to allow X to be a sparse matrix or a fast operator. A primal–dual interior method was used to solve the associated quadratic program, b...