The following pages link to (Q4203244):
Displaying 18 items.
- Adapting to unknown sparsity by controlling the false discovery rate (Q2497176) (← links)
- Scale selection properties of generalized scale-space interest point detectors (Q2513387) (← links)
- Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix (Q2786472) (← links)
- Super-Resolution of Positive Sources: The Discrete Setup (Q2797786) (← links)
- Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion (Q3077799) (← links)
- MultiDimensional Sparse Super-Resolution (Q4646932) (← links)
- Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint (Q5085551) (← links)
- Comments on «Wavelets in statistics: A review» by A. Antoniadis (Q5123732) (← links)
- Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)
- High-Dimensional Least-Squares with Perfect Positive Correlation (Q5193215) (← links)
- Local Posterior Concentration Rate for Multilevel Sparse Sequences (Q5267855) (← links)
- A simultaneous estimation and variable selection rule (Q5931143) (← links)
- Discussion of ``Multiple testing for exploratory research'' by J. J. Goeman and A. Solari (Q5963768) (← links)
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models<sup>1</sup> (Q6064351) (← links)
- Global-local shrinkage priors for asymptotic point and interval estimation of normal means under sparsity (Q6123488) (← links)
- On lower bounds for the bias-variance trade-off (Q6183747) (← links)
- Adaptive and robust multi-task learning (Q6183769) (← links)
- Effect of global shrinkage parameter of horseshoe prior in compressed sensing (Q6628827) (← links)
