High dimensional model selection with SLOPE - theoretical properties and applications
2016/23/B/ST1/00454
Keywords
Descriptors
- ST1_13: Rachunek prawdopodobieństwa i statystyka matematyczna
- ST1_18: Zastosowania matematyki w innych naukach
Panel
ST1 – Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics
Host institution
Uniwersytet Wrocławski, Wydział Matematyki i Informatyki
Voivodeship: dolnośląskie
Principal investigator (from the host institution)
Number of co-investigators in the project: 4
Call
OPUS 12 – announced on 2016-09-15
- Amount awarded
- 542 150 PLN
- Project start date
- 2017-07-18
- Project end date
- 2020-09-17
- Project duration
- 38 months (the same as in the proposal)
- Project status
- Project settled
Project description
Download the project description in a pdf file
Note — project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Equipment purchased [PL]
- Komputer stacjonarny o dużej szybkości, objętości RAM mocy obliczeniowej. Cost: 5 000 PLN
- Laptop. Cost: 10 000 PLN
Information in the final report
Publication in academic press/journals (4)
-
On the asymptotic properties of SLOPE
- Authors:
- M.Kos and M. Bogdan
- Academic press:
- Sankhya Ser.A (year: 2020, volume: 82, pages: 499-532), Publisher: Springer
- Status:
- Published
- DOI:
- 10.1007/s13171-020-00212-5 – link to the publication
-
Rank-based Lasso - efficient methods for high-dimensional robust model selection
- Authors:
- W. Rejchel, M. Bogdan
- Academic press:
- Journal of Machine Learning Research (year: 2020, volume: 21, pages: 17168), Publisher: Microtome Publishing
- Status:
- Published
-
Ghost QTL and Hotspots in Experimental Crosses - Novel Approach for Modeling Polygenic Effects
- Authors:
- J. Wallin, M. Bogdan, P. A. Szulc, R.W. Doerge, D.O. Siegmund
- Academic press:
- Genetics (year: 2021, volume: brak, pages: brak, wczesna publikacja online), Publisher: Genetics Society of America
- Status:
- Published
- DOI:
- 10.1093/genetics/iyaa041 – link to the publication
-
Sparse Portfolio Selection via the sorted L1 - Norm
- Authors:
- P. Kremer, S. Lee, M. Bogdan, S. Paterlini
- Academic press:
- Journal of Banking and Finance (year: 2020, volume: 110, pages: 105687), Publisher: Elsevier
- Status:
- Published
- DOI:
- 10.1016/j.jbankfin.2019.105687 – link to the publication
Articles in post-conference publications (1)
-
The strong screening rule for slope.
- Authors:
- J. Larsson, M. Bogdan, J. Wallin
- Conference:
- Advances in Neural Information Processing Systems (NeurIPS 2020) (year: 2020, pages: 14592--14603), Publisher: Curran Associates, Inc
- Date:
- conference 6.12.2020-12.12.2020
- Status:
- Published
Book publications / chapters in book publications (1)
-
Identifying important predictors in large data bases - multiple testing and model selection
- Authors:
- F.Frommlet, M.Bogdan
- Book:
- Handbook of Multiple Comparisons, Publisher: Chapman & Hall/CRC
- Status:
- Accepted for publication