Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (Q5743269): Difference between revisions

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+Comments on: \(\ell_{1}\)-penalization for mixture regression models
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+Square-root lasso: pivotal recovery of sparse signals via conic programming
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+Regularized estimation of large covariance matrices
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+Simultaneous analysis of Lasso and Dantzig selector
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Decoding by Linear Programming
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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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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+A Statistical View of Some Chemometrics Regression Tools
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+On the conditions used to prove oracle results for the Lasso
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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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+Smoothly Clipped Absolute Deviation on High Dimensions
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+The Dantzig selector and sparsity oracle inequalities
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+Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
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+Adaptive Confidence Intervals for the Test Error in Classification
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+Can one estimate the conditional distribution of post-model-selection estimators?
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+High-dimensional graphs and variable selection with the Lasso
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+Stability Selection
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Comments on: \(\ell _{1}\)-penalization for mixture regression models
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+Scaled sparse linear regression
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+Just relax: convex programming methods for identifying sparse signals in noise
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting
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+Nearly unbiased variable selection under minimax concave penalty
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+A general theory of concave regularization for high-dimensional sparse estimation problems
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+Some sharp performance bounds for least squares regression with \(L_1\) regularization
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+Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations
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+The Adaptive Lasso and Its Oracle Properties
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+One-step sparse estimates in nonconcave penalized likelihood models
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