Variable selection in high-dimensional varying-coefficient models with global optimality

Keyphrases

• Global Optimality 100%
• Varying Coefficient 100%
• Varying Coefficient Model 100%
• Least Absolute Shrinkage and Selection Operator (LASSO) 66%
• Difference of Convex Functions 66%
• High-dimensional Setting 66%
• Numerical Examples 33%
• Optimal Convergence Rate 33%
• Nonparametric 33%
• Optimality Properties 33%
• Dynamic Change 33%
• Regression Coefficient 33%
• Simulation Example 33%
• Selection Problem 33%
• High-dimensional Data 33%
• Response Variable 33%
• Model Selection 33%
• True Model 33%
• Nonparametric Component 33%
• L0 Penalty 33%
• Coordinate Decent 33%
• Oracle Property 33%
• Smoothly Clipped Absolute Deviation 33%

Mathematics

• Optimality 100%
• Covariate 100%
• Lasso Regression 66%
• Approximates 33%
• Convergence Rate 33%
• Numerical Example 33%
• Model Selection 33%
• Convex Programming 33%
• Dimensional Data 33%
• True Model 33%
• Response Variable 33%
• Regression Coefficient 33%