Randomized pick-freeze for sparse Sobol indices estimation in high dimension (Q2786501): Difference between revisions

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+Simultaneous analysis of Lasso and Dantzig selector
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Near-ideal model selection by \(\ell _{1}\) minimization
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Stable signal recovery from incomplete and inaccurate measurements
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+Stable recovery of sparse overcomplete representations in the presence of noise
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+Least angle regression. (With discussion)
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+Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
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+On Sparse Representations in Arbitrary Redundant Bases
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+Probability Inequalities for Sums of Bounded Random Variables
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+Asymptotic normality and efficiency of two Sobol index estimators
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+Accuracy Guarantees for &lt;formula formulatype="inline"&gt; &lt;tex Notation="TeX"&gt;$\ell_1$&lt;/tex&gt;&lt;/formula&gt;-Recovery
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+Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
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+Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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+Just relax: convex programming methods for identifying sparse signals in noise
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+On the conditions used to prove oracle results for the Lasso
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+Lower bounds on the maximum cross correlation of signals (Corresp.)
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+Publication:2786501