Sparse recovery under matrix uncertainty (Q605921): Difference between revisions

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+Simultaneous analysis of Lasso and Dantzig selector
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+Sparse and stable Markowitz portfolios
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+Aggregation for Gaussian regression
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+Sparsity oracle inequalities for the Lasso
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+The restricted isometry property and its implications for compressed sensing
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+Stable signal recovery from incomplete and inaccurate measurements
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+Decoding by Linear Programming
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Adaptive estimation for inverse problems with noisy operators
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+Wavelet Deconvolution With Noisy Eigenvalues
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+Stable recovery of sparse overcomplete representations in the presence of noise
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+Sparse regression learning by aggregation and Langevin Monte-Carlo
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+On inverse problems with unknown operators
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+Q4003037
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+Asymptotic equivalence for nonparametric regression with multivariate and random design
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+Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
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+The Dantzig selector and sparsity oracle inequalities
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+High-dimensional graphs and variable selection with the Lasso
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+High-dimensional generalized linear models and the lasso
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+Some sharp performance bounds for least squares regression with \(L_1\) regularization
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+The Adaptive Lasso and Its Oracle Properties
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