Estimation and variable selection with exponential weights (Q2447091): Difference between revisions

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+ScreenClean
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+Bolasso
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+.2635
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+MAP model selection in Gaussian regression
@@ Property / cites work: MAP model selection in Gaussian regression / rank @@
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+PAC-Bayesian bounds for sparse regression estimation with exponential weights
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+Simultaneous analysis of Lasso and Dantzig selector
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+Gaussian model selection
@@ Property / cites work: Gaussian model selection / rank @@
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+Sequential Procedures for Aggregating Arbitrary Estimators of a Conditional Mean
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+Sparsity oracle inequalities for the Lasso
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+Orthogonal Matching Pursuit for Sparse Signal Recovery With Noise
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+How well can we estimate a sparse vector?
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+Near-ideal model selection by \(\ell _{1}\) minimization
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+Extended Bayesian information criteria for model selection with large model spaces
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+Sharp oracle inequalities for aggregation of affine estimators
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+Aggregation by Exponential Weighting and Sharp Oracle Inequalities
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+Nonconcave Penalized Likelihood With NP-Dimensionality
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Mixing least-squares estimators when the variance is unknown
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+UPS delivers optimal phase diagram in high-dimensional variable selection
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+Optimality of Graphlet Screening in High Dimensional Variable Selection
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+Learning by mirror averaging
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+Information Theory and Mixing Least-Squares Regressions
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+Generalized mirror averaging and \(D\)-convex aggregation
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+Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
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+Oracle inequalities and optimal inference under group sparsity
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+High-dimensional graphs and variable selection with the Lasso
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
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+Exponential screening and optimal rates of sparse estimation
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+Sparse estimation by exponential weighting
@@ Property / cites work: Sparse estimation by exponential weighting / rank @@
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+Reconstruction From Anisotropic Random Measurements
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+Q4344404
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+Q3998482
@@ Property / cites work: Q3998482 / rank @@
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+Minimax risks for sparse regressions: ultra-high dimensional phenomenons
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Aggregating regression procedures to improve performance
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+Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
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+Q2896196
@@ Property / cites work: Q2896196 / rank @@
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+Nearly unbiased variable selection under minimax concave penalty
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+A general theory of concave regularization for high-dimensional sparse estimation problems
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+Q3174050
@@ Property / cites work: Q3174050 / rank @@
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