Exponential screening and optimal rates of sparse estimation (Q548534)

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Exponential screening and optimal rates of sparse estimation
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    Exponential screening and optimal rates of sparse estimation (English)
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    29 June 2011
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    high-dimensional regression
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    aggregation
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    adaptation
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    sparsity
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    sparsity oracle inequalities
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    minimax rates
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    lasso
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    BIC
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