Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Rank-based Lasso -- efficient methods for high-dimensional robust model
  selection   We consider the problem of identifying significant predictors in large data
bases, where the response variable depends on the linear combination of
explanatory variables through an unknown link function, corrupted with the
noise from the unknown distribution. We utilize the natural, robust and
efficient approach, which relies on replacing values of the response variables
by their ranks and then identifying significant predictors by using well known
Lasso. We provide new consistency results for the proposed procedure (called
,,RankLasso") and extend the scope of its applications by proposing its
thresholded and adaptive versions. Our theoretical results show that these
modifications can identify the set of relevant predictors under much wider
range of data generating scenarios than regular RankLasso. Theoretical results
are supported by the simulation study and the real data analysis, which show
that our methods can properly identify relevant predictors, even when the error
terms come from the Cauchy distribution and the link function is nonlinear.
They also demonstrate the superiority of the modified versions of RankLasso in
the case when predictors are substantially correlated. The numerical study
shows also that RankLasso performs substantially better in model selection than
LADLasso, which is a well established methodology for robust model selection.

12
The categories of this paper are: nucl-th
4
The categories of this paper are: cond-mat
23
The categories of this paper are: solv-int
31
The categories of this paper are: ao-sci
7
The categories of this paper are: hep-th
26
The categories of this paper are: bayes-an
28
The categories of this paper are: alg-geom
1
The categories of this paper are: cs
32
The categories of this paper are: atom-ph
9
The categories of this paper are: nlin
21
The categories of this paper are: adap-org
14
The categories of this paper are: math-ph
2
The categories of this paper are: math
11
The categories of this paper are: hep-lat
5
The categories of this paper are: gr-qc
8
The categories of this paper are: hep-ex