The dantzig selector for censored linear regression models
نویسندگان
چکیده
منابع مشابه
The Dantzig Selector for Censored Linear Regression Models.
The Dantzig variable selector has recently emerged as a powerful tool for fitting regularized regression models. To our knowledge, most work involving the Dantzig selector has been performed with fully-observed response variables. This paper proposes a new class of adaptive Dantzig variable selectors for linear regression models when the response variable is subject to right censoring. This is ...
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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. ...
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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...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2013
ISSN: 1017-0405
DOI: 10.5705/ss.2011.220