MAP model selection in Gaussian regression (Q1952087): Difference between revisions

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+.4387
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+Adapting to unknown sparsity by controlling the false discovery rate
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+On optimality of Bayesian testimation in the normal means problem
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+On Bayesian testimation and its application to wavelet thresholding
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+Q4769776
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+Simultaneous analysis of Lasso and Dantzig selector
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+Gaussian model selection
@@ Property / cites work: Gaussian model selection / rank @@
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+Minimal penalties for Gaussian model selection
@@ Property / cites work: Minimal penalties for Gaussian model selection / rank @@
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+Aggregation for Gaussian regression
@@ Property / cites work: Aggregation for Gaussian regression / rank @@
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+Modern statistical estimation via oracle inequalities
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Ideal spatial adaptation by wavelet shrinkage
@@ Property / cites work: Ideal spatial adaptation by wavelet shrinkage / rank @@
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+The risk inflation criterion for multiple regression
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+Q4344410
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+Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
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+Innovated higher criticism for detecting sparse signals in correlated noise
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+Behavioral and prescriptive explanations of a reverse sunk cost effect
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+Mixtures of <i>g</i> Priors for Bayesian Variable Selection
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Exponential screening and optimal rates of sparse estimation
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+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
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+Q4864293
@@ Property / cites work: Q4864293 / rank @@
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+Introduction to nonparametric estimation
@@ Property / cites work: Introduction to nonparametric estimation / rank @@
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+Q3802438
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