Optimality of Graphlet Screening in High Dimensional Variable Selection

29 Apr 2012Jiashun JinCun-Hui ZhangQi Zhang

Consider a linear regression model where the design matrix X has n rows and p columns. We assume (a) p is much large than n, (b) the coefficient vector beta is sparse in the sense that only a small fraction of its coordinates is nonzero, and (c) the Gram matrix G = X'X is sparse in the sense that each row has relatively few large coordinates (diagonals of G are normalized to 1)... (read more)

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