Sparsity considerations for dependent variables (Q1952207): Difference between revisions

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+Q4769776
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+Density estimation with quadratic loss: a confidence intervals method
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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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+Gaussian model selection with an unknown variance
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+Gaussian model selection
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+Simultaneous analysis of Lasso and Dantzig selector
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+Aggregation for Gaussian regression
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+SPADES and mixture models
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+Sparse Density Estimation with ℓ1 Penalties
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+Atomic Decomposition by Basis Pursuit
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Weak dependence. With examples and applications.
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+A new weak dependence condition and applications to moment inequalities
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+Probability and moment inequalities for sums of weakly dependent random variables, with applications
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+Least angle regression. (With discussion)
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+Pathwise coordinate optimization
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+Probability Inequalities for Sums of Bounded Random Variables
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+Sparsity in penalized empirical risk minimization
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+Estimating the dimension of a model
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+Q4864293
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+On the conditions used to prove oracle results for the Lasso
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+Deviation inequalities for sums of weakly dependent time series
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+Regularization and Variable Selection Via the Elastic Net
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