The Lasso is an attractive regularisation method for high dimensional regression. It combines variable selection with an efficient computational procedure. However, the rate of co...
Selection is a fundamental task in interactive applications, typically performed by clicking or lassoing items of interest. However, users may require more nuanced forms of select...
Nonparametric methods are widely applicable to statistical learning problems, since they rely on a few modeling assumptions. In this context, the fresh look advocated here permeat...
Methods based on 1-relaxation, such as basis pursuit and the Lasso, are very popular for sparse regression in high dimensions. The conditions for success of these methods are now ...
Variable selection is an important and practical problem that arises in analysis of many high-dimensional datasets. Convex optimization procedures that arise from relaxing the NP-...