A survey of tuning parameter selection for high-dimensional regression

Mathematics

• Parameter Selection 100%
• Parameter Tuning 94%
• Tuning 91%
• High-dimensional 63%
• Regression 59%
• Review 37%
• Penalized Regression 35%
• Tail Behavior 32%
• Random Error 30%
• Lasso 30%
• High-dimensional Data 29%
• Sparsity 27%
• Recovery 25%
• Exceed 23%
• Choose 22%
• Regularization 22%
• Prediction 20%
• Sample Size 19%
• Strategy 18%
• Unknown 16%
• Design 16%
• Performance 15%
• Standards 14%
• Model 8%

Business & Economics

• Tail Behavior 28%
• Random Error 26%
• Sample Size 26%
• Regularization 25%
• Prediction Accuracy 23%
• Matrix 17%
• Performance 7%