Pages that link to "Item:Q1930861"
From MaRDI portal
The following pages link to \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities (Q1930861):
Displayed 22 items.
- Greedy algorithms for prediction (Q265302) (← links)
- Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474) (← links)
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
- Kullback-Leibler aggregation and misspecified generalized linear models (Q447818) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- \(L_1\)-penalization in functional linear regression with subgaussian design (Q487731) (← links)
- Empirical processes with a bounded \(\psi_1\) diameter (Q602049) (← links)
- Regularization in kernel learning (Q847647) (← links)
- Robust regression using biased objectives (Q1698865) (← links)
- On the optimality of the empirical risk minimization procedure for the convex aggregation problem (Q1943331) (← links)
- The Lasso as an \(\ell _{1}\)-ball model selection procedure (Q1952205) (← links)
- Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models (Q2069598) (← links)
- Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation (Q2325349) (← links)
- Empirical risk minimization is optimal for the convex aggregation problem (Q2435238) (← links)
- On the uniform convergence of empirical norms and inner products, with application to causal inference (Q2452107) (← links)
- Learning without Concentration (Q2796408) (← links)
- Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model (Q2954238) (← links)
- Concentration Inequalities for Statistical Inference (Q3380883) (← links)
- Regularization and the small-ball method II: complexity dependent error rates (Q4637079) (← links)
- Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints (Q6038637) (← links)
- Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)