SLOPE—Adaptive variable selection via convex optimization
Work
Year: 2015
Type: article
Abstract: We introduce a new estimator for the vector of coefficients $\beta$ in the linear model $y=X\beta+z$, where $X$ has dimensions $n\times p$ with $p$ possibly larger than $n$. SLOPE, short for Sorted L-... more
Source: The Annals of Applied Statistics
Institutions Wrocław University of Science and Technology, Stanford University, Sequoia (United States)
Cites: 70
Cited by: 271
Related to: 10
FWCI: 28.94
Citation percentile (by year/subfield): 100
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: hybrid