Variable selection, monotone likelihood ratio and group sparsity (Q6042348): Difference between revisions

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+Distribution-free multiple testing
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+Uncertainty quantification for robust variable selection and multiple testing
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+Variable selection with Hamming loss
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+Adaptive variable selection in nonparametric sparse additive models
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+Orthogonal Matching Pursuit for Sparse Signal Recovery With Noise
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+Partial recovery for top-\(k\) ranking: optimality of MLE and suboptimality of the spectral method
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+Necessary and Sufficient Conditions for Sparsity Pattern Recovery
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+Iterative algorithm for discrete structure recovery
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+Fundamental limits of exact support recovery in high dimensions
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+Q5405186
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+Adaptive variable selection in nonparametric sparse regression
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+UPS delivers optimal phase diagram in high-dimensional variable selection
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+Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
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+Oracle inequalities and optimal inference under group sparsity
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+High-dimensional graphs and variable selection with the Lasso
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+Optimal Variable Selection and Adaptive Noisy Compressed Sensing
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+Nearly Sharp Sufficient Conditions on Exact Sparsity Pattern Recovery
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+The all-or-nothing phenomenon in sparse linear regression
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+False discovery rate control with unknown null distribution: is it possible to mimic the oracle?
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+Thresholded Basis Pursuit: LP Algorithm for Order-Wise Optimal Support Recovery for Sparse and Approximately Sparse Signals From Noisy Random Measurements
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Nearly unbiased variable selection under minimax concave penalty
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+Q3174050
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