On the finite-sample analysis of \(\Theta\)-estimators (Q5899659): Difference between revisions

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+Fast global convergence of gradient methods for high-dimensional statistical recovery
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+Simultaneous analysis of Lasso and Dantzig selector
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+Sparsity oracle inequalities for the Lasso
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+Ideal spatial adaptation by wavelet shrinkage
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
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+Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
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+Oracle inequalities and optimal inference under group sparsity
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+Thresholding-based iterative selection procedures for model selection and shrinkage
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+An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
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+The Generic Chaining
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+On the conditions used to prove oracle results for the Lasso
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+How close is the sample covariance matrix to the actual covariance matrix?
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+Nearly unbiased variable selection under minimax concave penalty
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+A general theory of concave regularization for high-dimensional sparse estimation problems
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+Regularization and Variable Selection Via the Elastic Net
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