SLOPE-ADAPTIVE VARIABLE SELECTION VIA CONVEX OPTIMIZATION - Bogdan, Małgorzata; van den Berg, Ewout; Sabatti, Chiara; Su, Weijie; Candès, Emmanuel J (The annals of applied statistics, 2015)
Keywords: sorted ℓ1 penalized estimation (SLOPE); Sparse regression; variable selection; false discovery rate; Lasso