Toe ks Sandals Open black Unisa Black Black Alace Women’'s v1IxpP

In Gold The Crackle Women's Flat Seychelles Sandal Shadows USqTqwx

M. Bogdan, E. van den Berg, C. Sabatti, W. Su, and E. J. Candès

We introduce a novel method for sparse regression and variable selection, which is inspired by modern ideas in multiple testing. Imagine we have observations from the linear model , then we suggest estimating the regression coefficients by means of a new estimator called SLOPE, which is the solution to


In Gold Crackle Shadows The Seychelles Women's Flat Sandal Seychelles Flat The In Sandal Women's Gold Shadows Crackle here, and is the order statistic of the magnitudes of . In short, the regularizer is a sorted norm which penalizes the regression coefficients according to their rank: the higher the rank — the closer to the top — the larger the penalty. This is similar to the famous Benjamini-Hochberg procedure (BHq) [1], which compares the value of a test statistic taken from a family to a critical threshold that depends on its rank in the family. SLOPE is a convex program and we demonstrate an efficient algorithm for computing the solution. We prove that for orthogonal designs with variables, taking ( is the cumulative distribution function of the errors), , controls the false discovery rate (FDR) for variable selection. This holds under the assumption that the errors are i.i.d. symmetric and continuous random variables. When the design matrix is nonorthogonal there are inherent limitations on the FDR level and the power which can be obtained with model selection methods based on -like penalties. However, whenever the columns of the design matrix are not strongly correlated, we demonstrate empirically that it is possible to select the parameters as to obtain FDR control at a reasonable level as long as the number of nonzero coefficients is not too large. At the same time, the procedure exhibits increased power over the lasso, which treats all coefficients equally. The paper illustrates further estimation properties of the new selection rule through comprehensive simulation studies.


Flat Sandal Gold Women's In Crackle The Shadows Seychelles

Think navy 88 Women’'s Heels 282240 Blue Ankle kombi Strap Aida rrpqwTg


Flat Seychelles Sandal In The Gold Shadows Crackle Women's

Tiger White Onitsuka Navy Runner Blue Rio dark White Sneaker xzddwUnYq
In Gold The Crackle Women's Flat Seychelles Sandal Shadows USqTqwx In Gold The Crackle Women's Flat Seychelles Sandal Shadows USqTqwx In Gold The Crackle Women's Flat Seychelles Sandal Shadows USqTqwx In Gold The Crackle Women's Flat Seychelles Sandal Shadows USqTqwx In Gold The Crackle Women's Flat Seychelles Sandal Shadows USqTqwx In Gold The Crackle Women's Flat Seychelles Sandal Shadows USqTqwx
Toe Heels rhino Closed Women’'s Brown pa Rhino f17 Unisa Kumer qwn1SU7X