Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804): Difference between revisions

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+Minimal penalties for Gaussian model selection
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
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+Estimation of Gaussian graphs by model selection
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+Asymptotically minimax hypothesis testing for nonparametric alternatives. I
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+Asymptotically minimax hypothesis testing for nonparametric alternatives. II
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+Smallest singular value of a random rectangular matrix
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+High-dimensional Gaussian model selection on a Gaussian design
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+Minimax risks for sparse regressions: ultra-high dimensional phenomenons
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+Goodness-of-fit tests for high-dimensional Gaussian linear models
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+Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Regularization and Variable Selection Via the Elastic Net
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