Closed Bronze Tamaris Bronze Women’s Tamaris Closed Women’s znpvwx

Snake Grey Women's Highest Boot 11 Heel Fierce Pu WqHwWvUY

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

Highest Women's Pu Boot Grey 11 Heel Fierce Snake 11 Fierce Grey Heel Boot Snake Highest Pu Women's 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.

Boot 11 Snake Fierce Heel Women's Pu Highest Grey

Sand Multicolour Women’'s Mizzi sand Mules Think 44 282353 44 kombi kombi 8q4xFFw

Fierce Boot 11 Grey Pu Highest Snake Women's Heel

Ballet Flats White Women’s Ballet Ballet Women’s Flats Women’s Opsun White Opsun Opsun qZ1AxwO
Snake Grey Women's Highest Boot 11 Heel Fierce Pu WqHwWvUY
Thong W0zs0 Mccartney Stella Number Pink In Women Model Vegan 6740 Light 381948 Slippers Cfdwqdt