Greedy variance estimation for the LASSO (Q2019914): Difference between revisions

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+A simple proof of the restricted isometry property for random matrices
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+Square-root lasso: pivotal recovery of sparse signals via conic programming
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+Simultaneous analysis of Lasso and Dantzig selector
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+How well can we estimate a sparse vector?
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+Decoding by Linear Programming
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+Variance estimation in high-dimensional linear models
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+Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression
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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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+A study of error variance estimation in Lasso regression
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+On sparse reconstruction from Fourier and Gaussian measurements
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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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+Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting
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+Some sharp performance bounds for least squares regression with \(L_1\) regularization
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+Q128217785
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