Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization (Q1763096): Difference between revisions

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+Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
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+Statistical modeling: The two cultures. (With comments and a rejoinder).
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+How Many Variables Should be Entered in a Regression Equation?
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+Atomic Decomposition by Basis Pursuit
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+Ideal spatial adaptation by wavelet shrinkage
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+Least angle regression. (With discussion)
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+The risk inflation criterion for multiple regression
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+Robust regression: Asymptotics, conjectures and Monte Carlo
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+Functional aggregation for nonparametric regression.
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+Asymptotics in statistics: some basic concepts
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+Efficient agnostic learning of neural networks with bounded fan-in
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+Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
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+The smallest eigenvalue of a large dimensional Wishart matrix
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+Q4864293
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