Pages that link to "Item:Q605921"
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The following pages link to Sparse recovery under matrix uncertainty (Q605921):
Displayed 33 items.
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error (Q73072) (← links)
- An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models (Q309537) (← links)
- Perturbations of measurement matrices and dictionaries in compressed sensing (Q442524) (← links)
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741) (← links)
- A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
- Least squares after model selection in high-dimensional sparse models (Q1952433) (← links)
- Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates (Q2008214) (← links)
- Inference in high dimensional linear measurement error models (Q2034474) (← links)
- The generalized equivalence of regularization and min-max robustification in linear mixed models (Q2062416) (← links)
- A convex optimization framework for the identification of homogeneous reaction systems (Q2174011) (← links)
- Scalable interpretable learning for multi-response error-in-variables regression (Q2196126) (← links)
- Robust subspace clustering (Q2249846) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925) (← links)
- Deep learning for inverse problems with unknown operator (Q2689599) (← links)
- Estimation and variable selection in partial linear single index models with error-prone linear covariates (Q2934843) (← links)
- Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression (Q5004050) (← links)
- Inference for high dimensional linear models with error-in-variables (Q5083970) (← links)
- Model selection in high-dimensional noisy data: a simulation study (Q5107440) (← links)
- Learning partial differential equations for biological transport models from noisy spatio-temporal data (Q5114254) (← links)
- On Parameter Estimation for High Dimensional Errors-in-Variables Models (Q5141233) (← links)
- On Robustness of Principal Component Regression (Q5881959) (← links)
- Screening Methods for Linear Errors-in-Variables Models in High Dimensions (Q6079786) (← links)
- <i>L</i> <sub>0</sub> -regularization for high-dimensional regression with corrupted data (Q6082450) (← links)
- Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method (Q6089205) (← links)
- Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors (Q6099545) (← links)
- Weighted <i>l</i><sub>1</sub>‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors (Q6135357) (← links)
- Multi-Task Learning with High-Dimensional Noisy Images (Q6154021) (← links)
- Concentration of measure bounds for matrix-variate data with missing values (Q6178556) (← links)
- Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression (Q6183086) (← links)