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Non-Concave Penalized Likelihood with NP-Dimensionality

Penalized likelihood methods are fundamental to ultra-high dimensional variable selection. How high dimensionality such methods can handle remains largely unknown. In this paper, we show that in the context of generalized linear models, such methods possess model selection consistency with oracle pr...

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Detalles Bibliográficos
Main Authors: Fan, Jianqing, Lv, Jinchi
Formato: Artigo
Idioma:Inglês
Publicado: 2011
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC3266747/
https://ncbi.nlm.nih.gov/pubmed/22287795
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1109/TIT.2011.2158486
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