Jason D. Lee

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Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso) 2009 Martin J. Wainwright
2
+ False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters 2005 Yoav Benjamini
Daniel Yekutieli
Don Edwards
Juliet Popper Shaffer
Ajit C. Tamhane
Peter H. Westfall
Burt Holland
2
+ A Study of Error Variance Estimation in Lasso Regression 2013 Stephen Reid
Robert Tibshirani
Jerome H. Friedman
2
+ Ultrahigh dimensional feature selection: beyond the linear model. 2009 Jianqing Fan
Richard J. Samworth
Yichao Wu
2
+ Nonnegativity constraints in numerical analysis 2009 Donghui Chen
Robert J. Plemmons
2
+ Valid post-selection inference 2013 Richard A. Berk
Lawrence Brown
Andreas Buja
Kai Zhang
Linda Zhao
2
+ PDF Chat Least angle regression 2004 Bradley Efron
Trevor Hastie
Iain M. Johnstone
Robert Tibshirani
2
+ On model selection consistency of penalized M-estimators: a geometric theory 2013 Jason D. Lee
Yuekai Sun
Jonathan Taylor
2
+ PDF Chat Sure independence screening in generalized linear models with NP-dimensionality 2010 Jianqing Fan
Rui Song
2
+ A Unified Framework for High-Dimensional Analysis of $M$-Estimators with Decomposable Regularizers 2012 Sahand Negahban
Pradeep Ravikumar
Martin J. Wainwright
Bin Yu
2
+ Gradient methods for minimizing composite objective function 2007 Yu. Nesterov
2
+ PDF Chat Sign-constrained least squares estimation for high-dimensional regression 2013 Nicolai Meinshausen
2
+ PDF Chat Non-negative least squares for high-dimensional linear models: Consistency and sparse recovery without regularization 2013 Martin Slawski
Matthias Hein
2
+ On Model Selection Consistency of Lasso 2006 Peng Zhao
Bin Yu
2
+ PDF Chat Sure Independence Screening for Ultrahigh Dimensional Feature Space 2008 Jianqing Fan
Jinchi Lv
2
+ On asymptotically optimal confidence regions and tests for high-dimensional models 2014 Sara van de Geer
Peter BĂźhlmann
Ya’acov Ritov
Ruben Dezeure
2
+ PDF Chat Can one estimate the conditional distribution of post-model-selection estimators? 2006 Hannes Leeb
Benedikt M. PĂśtscher
2
+ PDF Chat High-dimensional variable selection 2009 Larry Wasserman
Kathryn Roeder
2
+ A generalized proximal point algorithm for certain non-convex minimization problems 1981 Masao Fukushima
Hisashi Mine
2
+ PDF Chat In silico prediction of protein-protein interactions in human macrophages 2014 Oussema Souiai
Fatma Z. Guerfali
Slimane Ben Miled
Christine Brun
Alia Benkahla
2
+ Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation 2011 Cho‐Jui Hsieh
Inderjit S. Dhillon
Pradeep Ravikumar
MĂĄtyĂĄs A. Sustik
1
+ Optimizing Costly Functions with Simple Constraints: A Limited-Memory Projected Quasi-Newton Algorithm 2009 Mark Schmidt
E. van den Berg
Michael P. Friedlander
Kevin P. Murphy
1
+ PDF Chat Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization 2010 Benjamin Recht
Maryam Fazel
Pablo A. Parrilo
1
+ PDF Chat Templates for convex cone problems with applications to sparse signal recovery 2011 Stephen R. Becker
Emmanuel J. Candès
Michael C. Grant
1
+ A comparison of the lasso and marginal regression 2012 Christopher R. Genovese
Jiashun Jin
Larry Wasserman
Zhigang Yao
1
+ Confidence intervals and hypothesis testing for high-dimensional regression 2014 Adel Javanmard
Andrea Montanari
1
+ Regression Shrinkage and Selection Via the Lasso 1996 Robert Tibshirani
1
+ A scalable trust-region algorithm with application to mixed-norm regression 2010 Dong‐Min Kim
Suvrit Sra
Inderjit S. Dhillon
1
+ PDF Chat A quasi-Newton proximal splitting method 2012 Stephen Becker
Jalal Fadili
1
+ A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization 2003 Samuel Burer
Renato D. C. Monteiro
1
+ PDF Chat Scaled sparse linear regression 2012 Tao Sun
C.-H. Zhang
1
+ PDF Chat Joint covariate selection and joint subspace selection for multiple classification problems 2009 Guillaume Obozinski
Ben Taskar
Michael I. Jordan
1
+ Convex Sparse Matrix Factorizations 2008 Francis R. Bach
Julien Mairal
Jean Ponce
1
+ Convex Optimization 2004 Stephen Boyd
Lieven Vandenberghe
1
+ Nonlinear Programming and Variational Inequality Problems 1999 Michael Patriksson
1
+ Nonlinear Programming 1995 Dimitri P. Bertsekas
1
+ Exact inference after model selection via the Lasso 2013 Jason D. Lee
Dennis L. Sun
Yuekai Sun
Jonathan Taylor
1
+ Confidence Intervals for Low-Dimensional Parameters in High-Dimensional Linear Models 2011 Cun‐Hui Zhang
Stephanie S. Zhang
1
+ Confidence Intervals and Hypothesis Testing for High-Dimensional Regression 2013 Adel Javanmard
Andrea Montanari
1
+ Polynomial Learning of Distribution Families 2010 Mikhail Belkin
K. P. Sinha
1
+ High-dimensional Ising model selection using ℓ1-regularized logistic regression 2010 Pradeep Ravikumar
Martin J. Wainwright
John Lafferty
1
+ Exact post-selection inference, with application to the lasso 2016 Jason D. Lee
Dennis L. Sun
Yuekai Sun
Jonathan Taylor
1
+ Statistics for High-Dimensional Data: Methods, Theory and Applications 2011 Peter Bhlmann
Sara van de Geer
1
+ PDF Chat Projected Newton-type Methods in Machine Learning 2011 Mark Schmidt
D. Kim
Suvrit Sra
1
+ Confidence Intervals for Low-Dimensional Parameters With High-Dimensional Data 2011 Cun‐Hui Zhang
Stephanie S. Zhang
1
+ Summing and Nuclear Norms in Banach Space Theory 1987 G. J. O. Jameson
1
+ Learning mixtures of arbitrary gaussians 2001 Sanjeev Arora
Ravi Kannan
1
+ PDF Chat Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming 1995 Michel X. Goemans
David P. Williamson
1
+ Interior Gradient and Proximal Methods for Convex and Conic Optimization 2006 A. Auslender
Marc Teboulle
1
+ Fixed point and Bregman iterative methods for matrix rank minimization 2009 Shiqian Ma
Donald Goldfarb
Lifeng Chen
1