Pages that link to "Item:Q834334"
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The following pages link to Some sharp performance bounds for least squares regression with \(L_1\) regularization (Q834334):
Displaying 43 items.
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
- Two-stage convex relaxation approach to least squares loss constrained low-rank plus sparsity optimization problems (Q276859) (← links)
- Statistical consistency of coefficient-based conditional quantile regression (Q290691) (← links)
- DC approximation approaches for sparse optimization (Q319281) (← links)
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
- Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
- A sharp nonasymptotic bound and phase diagram of \(L_{1/2}\) regularization (Q477827) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- Concentration estimates for learning with \(\ell ^{1}\)-regularizer and data dependent hypothesis spaces (Q550498) (← links)
- Sparse recovery under matrix uncertainty (Q605921) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Two-stage convex relaxation approach to low-rank and sparsity regularized least squares loss (Q683720) (← links)
- Near-ideal model selection by \(\ell _{1}\) minimization (Q834335) (← links)
- The benefit of group sparsity (Q987996) (← links)
- \(l_{0}\)-norm based structural sparse least square regression for feature selection (Q1669627) (← links)
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
- An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors (Q1927082) (← links)
- \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities (Q1930861) (← links)
- On the conditions used to prove oracle results for the Lasso (Q1952029) (← links)
- Self-concordant analysis for logistic regression (Q1952060) (← links)
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
- An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion (Q1988232) (← links)
- Greedy variance estimation for the LASSO (Q2019914) (← links)
- Which bridge estimator is the best for variable selection? (Q2215760) (← links)
- A multi-stage convex relaxation approach to noisy structured low-rank matrix recovery (Q2220914) (← links)
- Robust dequantized compressive sensing (Q2252518) (← links)
- Sparse trace norm regularization (Q2259743) (← links)
- Prediction and estimation consistency of sparse multi-class penalized optimal scoring (Q2278663) (← links)
- A hybrid Bregman alternating direction method of multipliers for the linearly constrained difference-of-convex problems (Q2307744) (← links)
- A general double-proximal gradient algorithm for d.c. programming (Q2330650) (← links)
- A simple homotopy proximal mapping algorithm for compressive sensing (Q2425244) (← links)
- Multi-stage convex relaxation for feature selection (Q2435243) (← links)
- Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression (Q2687439) (← links)
- DC Approximation Approach for ℓ0-minimization in Compressed Sensing (Q2808067) (← links)
- Selection Consistency of Generalized Information Criterion for Sparse Logistic Model (Q2833365) (← links)
- THE COEFFICIENT REGULARIZED REGRESSION WITH RANDOM PROJECTION (Q2911899) (← links)
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (Q5743269) (← links)
- Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)