Cocolasso for high-dimensional error-in-variables regression

Keyphrases

• Missing Data 100%
• Measurement Error 100%
• Nonconvex 100%
• Least Absolute Shrinkage and Selection Operator (LASSO) 100%
• High-dimensional Regression 100%
• Cross-validation Method 100%
• Errors-in-variables Regression 100%
• Simulation Study 50%
• Corrupted Data 50%
• Superior Performance 50%
• Convexity 50%
• Statist 50%
• Noisy Data 50%
• Clean Data 50%
• Consistent Selection 50%
• Estimation Error Bound 50%
• Selection Property 50%
• Missing Measurements 50%
• Data Error 50%

Mathematics

• Cross-Validation 100%
• Error Variable 100%
• Measurement Error 66%
• Simulation Study 33%
• Asymptotics 33%
• Error Bound 33%