A unified framework for high-dimensional analysis of $M$-estimators with decomposable regularizers (Q5965308): Difference between revisions

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+Statistical analysis of observations of increasing dimension. Transl. from the Russian
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+Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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+A Simpler Approach to Matrix Completion
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+Sparse permutation invariant covariance estimation
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+Sparsity and Smoothness Via the Fused Lasso
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+Algorithms for simultaneous sparse approximation. I: Greedy pursuit
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+High-dimensional generalized linear models and the lasso
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+On the conditions used to prove oracle results for the Lasso
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting
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+Characteristic vectors of bordered matrices with infinite dimensions
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+Robust PCA via Outlier Pursuit
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+Model Selection and Estimation in Regression with Grouped Variables
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A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers (Q5965308): Difference between revisions

Latest revision as of 12:30, 11 July 2024

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Mathematics(1 entry)