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03/20/2023
Weak pattern convergence for SLOPE and its robust versions
The Sorted L-One Estimator (SLOPE) is a popular regularization method in...
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04/21/2022
Sparse Graphical Modelling via the Sorted L_1-Norm
Sparse graphical modelling has attained widespread attention across vari...
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03/22/2022
Pattern recovery by SLOPE
LASSO and SLOPE are two popular methods for dimensionality reduction in ...
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11/24/2020
Identifying important predictors in large data bases – multiple testing and model selection
This is a chapter of the forthcoming Handbook of Multiple Testing. We co...
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11/12/2020
VARCLUST: clustering variables using dimensionality reduction
VARCLUST algorithm is proposed for clustering variables under the assump...
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07/30/2020
A Power Analysis for Knockoffs with the Lasso Coefficient-Difference Statistic
In a linear model with possibly many predictors, we consider variable se...
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05/07/2020
The Strong Screening Rule for SLOPE
Extracting relevant features from data sets where the number of observat...
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10/24/2019
Structure Learning of Gaussian Markov Random Fields with False Discovery Rate Control
In this paper, we propose a new estimation procedure for discovering the...
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09/14/2019
Adaptive Bayesian SLOPE – High-dimensional Model Selection with Missing Values
The selection of variables with high-dimensional and missing data is a m...
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08/23/2019
On the asymptotic properties of SLOPE
Sorted L-One Penalized Estimator (SLOPE) is a relatively new convex opti...
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05/14/2019
Fast and robust model selection based on ranks
We consider the problem of identifying important predictors in large dat...
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12/13/2018
On the sign recovery given by the thresholded LASSO and thresholded Basis Pursuit
We consider the regression model, when the number of observations is sma...
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12/07/2017
High-dimensional robust regression and outliers detection with SLOPE
The problems of outliers detection and robust regression in a high-dimen...
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11/18/2015
Fast Saddle-Point Algorithm for Generalized Dantzig Selector and FDR Control with the Ordered l1-Norm
In this paper we propose a primal-dual proximal extragradient algorithm ...
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11/05/2015
