Pages that link to "Item:Q1848826"

The following pages link to Adaptive estimation of a quadratic functional by model selection. (Q1848826):

Displaying 50 items.

• Greedy subspace pursuit for joint sparse recovery (Q1736381) (← links)
• Euclidean distance between Haar orthogonal and Gaussian matrices (Q1745260) (← links)
• Optimal bounds for aggregation of affine estimators (Q1747732) (← links)
• Adaptive estimation of high-dimensional signal-to-noise ratios (Q1750099) (← links)
• Adaptive covariance matrix estimation through block thresholding (Q1940765) (← links)
• Witnessed \(k\)-distance (Q1942306) (← links)
• Non asymptotic minimax rates of testing in signal detection with heterogeneous variances (Q1950805) (← links)
• Laplace deconvolution with noisy observations (Q1951149) (← links)
• Adaptive estimation of linear functionals by model selection (Q1951783) (← links)
• Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression (Q1951804) (← links)
• Optimal estimation of variance in nonparametric regression with random design (Q1996785) (← links)
• Greedy variance estimation for the LASSO (Q2019914) (← links)
• Variable selection for partially linear models via Bayesian subset modeling with diffusing prior (Q2022563) (← links)
• Nonparametric estimation for i.i.d. Gaussian continuous time moving average models (Q2040942) (← links)
• Stein 1956: Efficient nonparametric testing and estimation (Q2054465) (← links)
• Second-order Stein: SURE for SURE and other applications in high-dimensional inference (Q2054467) (← links)
• Optimality of spectral clustering in the Gaussian mixture model (Q2054516) (← links)
• Prediction bounds for higher order total variation regularized least squares (Q2054527) (← links)
• On the regularization effect of stochastic gradient descent applied to least-squares (Q2055514) (← links)
• Asymptotic analysis for extreme eigenvalues of principal minors of random matrices (Q2075335) (← links)
• The all-or-nothing phenomenon in sparse linear regression (Q2078961) (← links)
• Consistency of a range of penalised cost approaches for detecting multiple changepoints (Q2084454) (← links)
• Marginals of a spherical spin Glass model with correlated disorder (Q2090749) (← links)
• On the robustness of minimum norm interpolators and regularized empirical risk minimizers (Q2091842) (← links)
• Stabilize deep ResNet with a sharp scaling factor \(\tau\) (Q2102389) (← links)
• AdaBoost and robust one-bit compressed sensing (Q2102435) (← links)
• Optimal detection of the feature matching map in presence of noise and outliers (Q2106814) (← links)
• Randomly initialized EM algorithm for two-component Gaussian mixture achieves near optimality in \(O(\sqrt{n})\) iterations (Q2113265) (← links)
• Functional convergence of sequential \(U\)-processes with size-dependent kernels (Q2117455) (← links)
• On the optimization landscape of tensor decompositions (Q2144549) (← links)
• Optimal functional supervised classification with separation condition (Q2174981) (← links)
• On change-point estimation under Sobolev sparsity (Q2180074) (← links)
• Quality gain analysis of the weighted recombination evolution strategy on general convex quadratic functions (Q2182717) (← links)
• Bayesian shrinkage towards sharp minimaxity (Q2192317) (← links)
• Scalable interpretable learning for multi-response error-in-variables regression (Q2196126) (← links)
• Prediction error after model search (Q2196193) (← links)
• Estimating linear and quadratic forms via indirect observations (Q2203617) (← links)
• Bayesian fusion estimation via \(t\) shrinkage (Q2206752) (← links)
• Smoothed residual stopping for statistical inverse problems via truncated SVD estimation (Q2209816) (← links)
• Hanson-Wright inequality in Hilbert spaces with application to \(K\)-means clustering for non-Euclidean data (Q2214261) (← links)
• Online estimation of integrated squared density derivatives (Q2216958) (← links)
• Risk of estimators for Sobol' sensitivity indices based on metamodels (Q2219226) (← links)
• Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
• Maximum pairwise Bayes factors for covariance structure testing (Q2233577) (← links)
• A tight degree 4 sum-of-squares lower bound for the Sherrington-Kirkpatrick Hamiltonian (Q2235162) (← links)
• Adaptive minimax testing for circular convolution (Q2239317) (← links)
• A global homogeneity test for high-dimensional linear regression (Q2263711) (← links)
• Noise level estimation in high-dimensional linear models (Q2278703) (← links)
• Testing for high-dimensional network parameters in auto-regressive models (Q2283570) (← links)
• Non-parametric adaptive estimation of order 1 Sobol indices in stochastic models, with an application to epidemiology (Q2283588) (← links)