Shota Katayama

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All published works

Action	Title	Year	Authors
+	Positive-definite modification of a covariance matrix by minimizing the matrix $$\ell_{\infty}$$ norm with applications to portfolio optimization	2021	Seonghun Cho Shota Katayama Johan Lim Young-Geun Choi
+	Computational and statistical analyses for robust non-convex sparse regularized regression problem	2018	Shota Katayama
+	Robust and sparse Gaussian graphical modeling under cell-wise contamination	2018	Shota Katayama Hironori Fujisawa Mathias Drton
+ PDF Chat	SPARSE AND ROBUST LINEAR REGRESSION: AN OPTIMIZATION ALGORITHM AND ITS STATISTICAL PROPERTIES	2017	Shota Katayama Hironori Fujisawa
+	Sparse and Robust Linear Regression: An Optimization Algorithm and Its Statistical Properties	2015	Shota Katayama Hironori Fujisawa
+	A New Test on High-Dimensional Mean Vector Without Any Assumption on Population Covariance Matrix	2014	Shota Katayama Yutaka Kano
+	Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis	2014	Shota Katayama Shinpei Imori
+	High-dimensional mean estimation via<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si21.gif" display="inline" overflow="scroll"><mml:msub><mml:mrow><mml:mi>ℓ</mml:mi></mml:mrow><mml:mrow><mml:mn>1</mml:mn></mml:mrow></mml:msub></mml:math>penalized normal likelihood	2014	Shota Katayama
+	Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension	2013	Shota Katayama Yutaka Kano Muni S. Srivastava
+	A two sample test in high dimensional data	2012	Muni S. Srivastava Shota Katayama Yutaka Kano

Common Coauthors

Coauthor	Papers Together
Yutaka Kano	3
Hironori Fujisawa	3
Muni S. Srivastava	2
Seonghun Cho	1
Shinpei Imori	1
Johan Lim	1
Young-Geun Choi	1
Mathias Drton	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties	2001	Jianqing Fan Runze Li	4
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	4
+ PDF Chat	A two-sample test for high-dimensional data with applications to gene-set testing	2010	Song Xi Chen Yingli Qin	3
+ PDF Chat	The sparsity and bias of the Lasso selection in high-dimensional linear regression	2008	Cun-Hui Zhang Jian Huang	3
+ PDF Chat	Simultaneous analysis of Lasso and Dantzig selector	2009	Peter J. Bickel Ya’acov Ritov Alexandre B. Tsybakov	3
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou	3
+ PDF Chat	Robust Lasso With Missing and Grossly Corrupted Observations	2012	Nam Nguyen Trac D. Tran	3
+	Regularization Paths for Generalized Linear Models via Coordinate Descent	2010	Jerome H. Friedman Trevor Hastie Robert Tibshirani	3
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	3
+ PDF Chat	Introduction to the non-asymptotic analysis of random matrices	2012	Roman Vershynin	3
+	On Model Selection Consistency of Lasso	2006	ZhaoPeng Yubin Yubin	3
+ PDF Chat	Nearly unbiased variable selection under minimax concave penalty	2010	Cun‐Hui Zhang	3
+ PDF Chat	Outlier Detection Using Nonconvex Penalized Regression	2011	Yiyuan She Art B. Owen	3
+	Comments on «Wavelets in statistics: A review» by A. Antoniadis	1997	Jianqing Fan	2
+ PDF Chat	Adaptive Thresholding for Sparse Covariance Matrix Estimation	2011	Tommaso Cai Weidong Liu	2
+	Regularization of Wavelet Approximations	2001	Anestis Antoniadis Jianqing Fan	2
+ PDF Chat	Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space	2013	Yingying Fan Jinchi Lv	2
+ PDF Chat	Shrinkage Tuning Parameter Selection with a Diverging number of Parameters	2008	Hansheng Wang Bo Li Chenlei Leng	2
+ PDF Chat	Some Tests Concerning the Covariance Matrix in High Dimensional Data	2005	Muni S. Srivastava	2
+	A Significance Test for the Separation of Two Highly Multivariate Small Samples	1960	A. P. Dempster	2
+ PDF Chat	Tuning Parameter Selection in High Dimensional Penalized Likelihood	2012	Yingying Fan Cheng Yong Tang	2
+ PDF Chat	Lasso-type recovery of sparse representations for high-dimensional data	2009	Nicolai Meinshausen Bin Yu	2
+	Covariance regularization by thresholding	2008	Peter J. Bickel Elizaveta Levina	2
+	Regularization Paths for Generalized Linear Models via Coordinate Descent.	2010	Jerome H. Friedman Trevor Hastie Rob Tibshirani	2
+ PDF Chat	On the conditions used to prove oracle results for the Lasso	2009	Sara A. van de Geer Peter Bühlmann	2
+	On Model Selection Consistency of Lasso	2006	Peng Zhao Bin Yu	2
+ PDF Chat	Asymptotic properties for combined L1 and concave regularization	2013	Yingying Fan Jinchi Lv	2
+	[Least Angle Regression]: Discussion	2004	David Madigan Greg Ridgeway	2
+	A test for the mean vector with fewer observations than the dimension under non-normality	2008	Muni S. Srivastava	2
+ PDF Chat	A High Dimensional Two Sample Significance Test	1958	A. P. Dempster	2
+	A General Theory of Concave Regularization for High-Dimensional Sparse Estimation Problems	2012	Cun‐Hui Zhang Tong Zhang	2
+	Gradient methods for minimizing composite functions	2012	Yu. Nesterov	1
+	A two sample test in high dimensional data	2012	Muni S. Srivastava Shota Katayama Yutaka Kano	1
+ PDF Chat	Multivariate Theory for Analyzing High Dimensional Data	2007	Muni S. Srivastava	1
+ PDF Chat	Computing the distribution of quadratic forms in normal variables	1961	J. P. Imhof	1
+	High-dimensional Sparse Precision Matrix Estimation via Sparse Column Inverse Operator ∗	2012	Weidong Liu Xi Luo	1
+ PDF Chat	Nonconcave penalized likelihood with a diverging number of parameters	2004	Jianqing Fan Heng Peng	1
+ PDF Chat	Regularization Parameter Selections via Generalized Information Criterion	2010	Yiyun Zhang Runze Li Chih‐Ling Tsai	1
+	Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size	2001	Olivier Ledoit Michael Wolf	1
+	<i>L</i><sub>1</sub>-Norm Quantile Regression	2008	Youjuan Li Ji Zhu	1
+ PDF Chat	Asymptotics for lasso-type estimators	2000	Wenjiang Fu Keith Knight	1
+	Consistent model selection criteria on high dimensions	2012	Yongdai Kim Sunghoon Kwon Hosik Choi	1
+	Weak Convergence and Empirical Processes: With Applications to Statistics	1996	Jon A. Wellner	1
+ PDF Chat	Pathwise coordinate optimization	2007	Jerome H. Friedman Trevor Hastie Holger Höfling Robert Tibshirani	1
+ PDF Chat	Variable Selection in Multivariate Linear Regression Models with Fewer Observations than the Dimension	2010	Mariko Yamamura Hirokazu Yanagihara Muni S. Srivastava	1
+ PDF Chat	Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size	2004	Yasunori Fujikoshi Tetsuto Himeno Hirofumi Wakaki	1
+	Generalized Thresholding of Large Covariance Matrices	2009	Adam Rothman Elizaveta Levina Ji Zhu	1
+	A point process driven multiple change point model: A robust resistant approach	2009	Srikesh Arunajadai	1
+	Information Theory and an Extension of the Maximum Likelihood Principle	1998	H. Akaike	1
+ PDF Chat	A Direct Estimation Approach to Sparse Linear Discriminant Analysis	2011	Tommaso Cai Weidong Liu	1