| 曾津, 周建军. 高维数据变量选择方法综述[J]. 数理统计与管理, 2017, 36(4): 678-692. |
| TIBSHIRANI R. Regression Shrinkage and Selection via the Lasso[J]. Journal of the Royal Statistical Society: Series B (Methodological), 1996, 58(1): 267-288. doi: 10.1111/j.2517-6161.1996.tb02080.x |
| ZOU H. The Adaptive Lasso and Its Oracle Properties[J]. Journal of the American Statistical Association, 2006, 101(476): 1418-1429. doi: 10.1198/016214506000000735 |
| MEINSHAUSEN N. Relaxed Lasso[J]. Computational Statistics & Data Analysis, 2007, 52(1): 374-393. |
| FAN J Q, LI R Z. Variable Selection via Nonconcave Penalized Likelihood and Its Oracle Properties[J]. Journal of the American Statistical Association, 2001, 96(456): 1348-1360. doi: 10.1198/016214501753382273 |
| ZHANG C H. Nearly Unbiased Variable Selection under Minimax Concave Penalty[J]. The Annals of Statistics, 2010, 38(2): 894-942. |
| ALLEN D M. The Relationship between Variable Selection and Data Agumentation and a Method for Prediction[J]. Technometrics, 1974, 16(1): 125-127. doi: 10.1080/00401706.1974.10489157 |
| WANG H, LI R, TSAI C L. Tuning Parameter Selectors for the Smoothly Clipped Absolute Deviation Method[J]. Biometrika, 2007, 94(3): 553-568. doi: 10.1093/biomet/asm053 |
| ZOU H, HASTIE T, TIBSHIRANI R. On the "Degrees of Freedom" of the Lasso[J]. The Annals of Statistics, 2007, 35(5): 2173-2192. |
| CHEN J, CHEN Z. Extended Bayesian Information Criteria for Model Selection with Large Model Spaces[J]. Biometrika, 2008, 95(3): 759-771. doi: 10.1093/biomet/asn034 |
| HOERL A E, KENNARD R W. Ridge Regression: Biased Estimation for Nonorthogonal Problems[J]. Technometrics, 1970, 12(1): 55-67. doi: 10.1080/00401706.1970.10488634 |
| HANSEN P C. Analysis of Discrete Ill-Posed Problems by Means of the L-Curve[J]. SIAM Review, 1992, 34(4): 561-580. doi: 10.1137/1034115 |
| HANKE M. Conjugate Gradient Type Methods[M]//Conjugate Gradient Type Methods for Ill-Posed Problems. Englewood: Chapman and Hall/CRC, 2017: 7-34. |
| HANSEN P C, O'LEARY D P. The Use of the L-Curve in the Regularization of Discrete Ill-Posed Problems[J]. SIAM Journal on Scientific Computing, 1993, 14(6): 1487-1503. doi: 10.1137/0914086 |
| ZHU Y Z. An Augmented ADMM Algorithm with Application to the Generalized Lasso Problem[J]. Journal of Computational and Graphical Statistics, 2017, 26(1): 195-204. doi: 10.1080/10618600.2015.1114491 |