Generalization of constraints for high dimensional regression problems (Q645414): Difference between revisions

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+Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances
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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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+Aggregation for Gaussian regression
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+Sparsity oracle inequalities for the Lasso
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Nonparametric statistical inverse problems
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+Some theoretical results on the grouped variables Lasso
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+Aggregation by Exponential Weighting and Sharp Oracle Inequalities
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+The Dantzig selector and sparsity oracle inequalities
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+Sparse recovery in convex hulls via entropy penalization
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+Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
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+High-dimensional additive modeling
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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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+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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+Q3174050
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