Pages that link to "Item:Q1952029"
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The following pages link to On the conditions used to prove oracle results for the Lasso (Q1952029):
Displaying 50 items.
- Prediction error bounds for linear regression with the TREX (Q2273161) (← links)
- Prediction and estimation consistency of sparse multi-class penalized optimal scoring (Q2278663) (← links)
- Sorted concave penalized regression (Q2284364) (← links)
- Structured analysis of the high-dimensional FMR model (Q2291318) (← links)
- A review of Gaussian Markov models for conditional independence (Q2301082) (← links)
- Sharp oracle inequalities for low-complexity priors (Q2304249) (← links)
- Double machine learning with gradient boosting and its application to the Big \(N\) audit quality effect (Q2305992) (← links)
- Doubly penalized estimation in additive regression with high-dimensional data (Q2328052) (← links)
- The Dantzig selector for a linear model of diffusion processes (Q2330962) (← links)
- Weaker regularity conditions and sparse recovery in high-dimensional regression (Q2336858) (← links)
- Penalized least squares estimation in the additive model with different smoothness for the components (Q2348102) (← links)
- Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors (Q2407765) (← links)
- A simple homotopy proximal mapping algorithm for compressive sensing (Q2425244) (← links)
- Multi-stage convex relaxation for feature selection (Q2435243) (← links)
- On the uniform convergence of empirical norms and inner products, with application to causal inference (Q2452107) (← links)
- Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
- Double-estimation-friendly inference for high-dimensional misspecified models (Q2684689) (← links)
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression (Q2687439) (← links)
- Recovery of partly sparse and dense signals (Q2692936) (← links)
- An<i>ℓ</i><sub>1</sub>-oracle inequality for the Lasso in multivariate finite mixture of multivariate Gaussian regression models (Q2786498) (← links)
- Randomized pick-freeze for sparse Sobol indices estimation in high dimension (Q2786501) (← links)
- Estimation for High-Dimensional Linear Mixed-Effects Models Using ℓ1-Penalization (Q2911662) (← links)
- Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model (Q2954238) (← links)
- Variable selection in partial linear regression with functional covariate (Q3462158) (← links)
- A component lasso (Q3463403) (← links)
- (Q4558490) (← links)
- Sparsest representations and approximations of an underdetermined linear system (Q4569345) (← links)
- Goodness-of-Fit Tests for High Dimensional Linear Models (Q4603816) (← links)
- A study on tuning parameter selection for the high-dimensional lasso (Q4960728) (← links)
- A Simple Method for Estimating Interactions Between a Treatment and a Large Number of Covariates (Q4975623) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression (Q5004050) (← links)
- Graph-Based Regularization for Regression Problems with Alignment and Highly Correlated Designs (Q5027037) (← links)
- REMI: REGRESSION WITH MARGINAL INFORMATION AND ITS APPLICATION IN GENOME-WIDE ASSOCIATION STUDIES (Q5037800) (← links)
- Poisson Regression With Error Corrupted High Dimensional Features (Q5041344) (← links)
- (Q5053311) (← links)
- High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks (Q5060495) (← links)
- A proximal dual semismooth Newton method for zero-norm penalized quantile regression estimator (Q5066792) (← links)
- Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity (Q5082770) (← links)
- Adaptive Bayesian SLOPE: Model Selection With Incomplete Data (Q5083360) (← links)
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
- Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation (Q5120677) (← links)
- (Q5149040) (← links)
- (Q5149046) (← links)
- Oracle inequalities for the Lasso in the additive hazards model with interval-censored data (Q5160227) (← links)
- High-dimensional linear model selection motivated by multiple testing (Q5213362) (← links)
- Sparse recovery from extreme eigenvalues deviation inequalities (Q5228345) (← links)
- UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (Q5378498) (← links)
- The Lasso for High Dimensional Regression with a Possible Change Point (Q5743231) (← links)
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (Q5743269) (← links)