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Greedy bases are those bases where the Thresholding Greedy Algorithm (introduced by S. V. Konyagin and V. N. Temlyakov) produces the best possible approximation up to a constant. In 2017, P. M. Berná ...
We examine the problem of variable selection for high-dimensional sparse Cox models. We propose using a computationally efficient procedure, the Chebyshev greedy algorithm (CGA), to sequentially ...