Near-ideal model selection by \(\ell _{1}\) minimization (Q834335): Difference between revisions

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+A new look at the statistical model identification
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+Risk bounds for model selection via penalization
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+Simultaneous analysis of Lasso and Dantzig selector
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+Gaussian model selection
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+Aggregation for Gaussian regression
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+Sparsity oracle inequalities for the Lasso
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+New tight frames of curvelets and optimal representations of objects with piecewise <i>C</i><sup>2</sup> singularities
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+Quantitative robust uncertainty principles and optimally sparse decompositions
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Atomic Decomposition by Basis Pursuit
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+Neural networks: A review from a statistical perspective. With comments and a rejoinder by the authors
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+Stable recovery of sparse overcomplete representations in the presence of noise
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+The risk inflation criterion for multiple regression
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+Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint
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+Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
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+Q3543468
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+Q4488070
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+Some Comments on C P
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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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+Sparse Approximate Solutions to Linear Systems
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+Linear Inversion of Band-Limited Reflection Seismograms
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+Estimating the dimension of a model
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+Q4864293
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+Norms of random submatrices and sparse approximation
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+Q3174050
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+Some sharp performance bounds for least squares regression with \(L_1\) regularization
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