Pages that link to "Item:Q1848826"
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The following pages link to Adaptive estimation of a quadratic functional by model selection. (Q1848826):
Displaying 50 items.
- Tuning-Free Heterogeneity Pursuit in Massive Networks (Q148592) (← links)
- Estimating the intensity of a random measure by histogram type estimators (Q151295) (← links)
- On two continuum armed bandit problems in high dimensions (Q260274) (← links)
- On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
- An improved global risk bound in concave regression (Q309525) (← links)
- Asymptotic normality of quadratic estimators (Q335648) (← links)
- Simple bounds for recovering low-complexity models (Q378116) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← links)
- Learning a factor model via regularized PCA (Q399883) (← links)
- Random design analysis of ridge regression (Q404306) (← links)
- Two are better than one: fundamental parameters of frame coherence (Q427070) (← links)
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
- The road to deterministic matrices with the restricted isometry property (Q485193) (← links)
- Super-resolution from noisy data (Q485201) (← links)
- A variant of the Johnson-Lindenstrauss lemma for circulant matrices (Q629700) (← links)
- Discrete uncertainty principles and sparse signal processing (Q667658) (← links)
- Isotonic regression meets Lasso (Q668615) (← links)
- Deviation optimal learning using greedy \(Q\)-aggregation (Q693750) (← links)
- Eigenvectors of random matrices: A survey (Q739397) (← links)
- Learning non-parametric basis independent models from point queries via low-rank methods (Q741260) (← links)
- Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
- Two-stage algorithm for estimation of nonlinear functions of state vector in linear Gaussian continuous dynamical systems (Q786092) (← links)
- Nonquadratic estimators of a quadratic functional (Q818000) (← links)
- High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367) (← links)
- Optimal adaptive estimation of a quadratic functional (Q869971) (← links)
- Optimal variable selection in multi-group sparse discriminant analysis (Q887251) (← links)
- Gaussian measures on the of space of Riemannian metrics (Q891807) (← links)
- Locally adaptive estimation of evolutionary wavelet spectra (Q939667) (← links)
- Minimax estimation of the integral of a power of a density (Q958962) (← links)
- Data-driven neighborhood selection of a Gaussian field (Q962389) (← links)
- High-dimensional Gaussian model selection on a Gaussian design (Q985331) (← links)
- A simple adaptive estimator of the integrated square of a density (Q1002574) (← links)
- Empirical Bayesian test of the smoothness (Q1019516) (← links)
- Gaussian model selection with an unknown variance (Q1020973) (← links)
- Asymptotic equivalence and adaptive estimation for robust nonparametric regression (Q1043738) (← links)
- Adaptive tests of linear hypotheses by model selection (Q1394764) (← links)
- Early stopping for statistical inverse problems via truncated SVD estimation (Q1616307) (← links)
- On principal components regression, random projections, and column subsampling (Q1616329) (← links)
- Multidimensional two-component Gaussian mixtures detection (Q1650120) (← links)
- Estimating linear functionals of a sparse family of Poisson means (Q1656848) (← links)
- Stochastic Airy semigroup through tridiagonal matrices (Q1660635) (← links)
- Grouped variable importance with random forests and application to multiple functional data analysis (Q1663198) (← links)
- Probably certifiably correct \(k\)-means clustering (Q1675259) (← links)
- Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
- Minimax goodness-of-fit testing in ill-posed inverse problems with partially unknown operators (Q1700386) (← links)
- Detecting curved edges in noisy images in sublinear time (Q1703998) (← links)
- On the total variation regularized estimator over a class of tree graphs (Q1711590) (← links)
- Minimax optimal procedures for testing the structure of multidimensional functions (Q1713637) (← links)
- Adaptive risk bounds in unimodal regression (Q1715517) (← links)
- The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
