Pages that link to "Item:Q2388978"
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The following pages link to Simultaneous analysis of Lasso and Dantzig selector (Q2388978):
Displaying 50 items.
- A partial overview of the theory of statistics with functional data (Q389287) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- The \(L_1\) penalized LAD estimator for high dimensional linear regression (Q391806) (← links)
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates (Q391867) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- Grouping strategies and thresholding for high dimensional linear models (Q394551) (← links)
- High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
- Regularized 3D functional regression for brain image data via Haar wavelets (Q400650) (← links)
- Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738) (← links)
- Shrinkage estimation for identification of linear components in additive models (Q419212) (← links)
- Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Sparse regression learning by aggregation and Langevin Monte-Carlo (Q439987) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- High-dimensional Cox regression analysis in genetic studies with censored survival outcomes (Q454771) (← links)
- Variable selection in infinite-dimensional problems (Q466987) (← links)
- Estimation of high-dimensional partially-observed discrete Markov random fields (Q470504) (← links)
- A sharp nonasymptotic bound and phase diagram of \(L_{1/2}\) regularization (Q477827) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- The horseshoe estimator: posterior concentration around nearly black vectors (Q485913) (← links)
- \(L_1\)-penalization in functional linear regression with subgaussian design (Q487731) (← links)
- On higher order isotropy conditions and lower bounds for sparse quadratic forms (Q489163) (← links)
- Comment on ``Hypothesis testing by convex optimization'' (Q491382) (← links)
- Normalized and standard Dantzig estimators: two approaches (Q491397) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Cox process functional learning (Q500875) (← links)
- Estimation of average treatment effects with panel data: asymptotic theory and implementation (Q506048) (← links)
- Additive model selection (Q513754) (← links)
- Sparse recovery under weak moment assumptions (Q520739) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- Estimation of high-dimensional low-rank matrices (Q548539) (← links)
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
- Performance guarantees for individualized treatment rules (Q548554) (← links)
- The Dantzig selector and sparsity oracle inequalities (Q605023) (← links)
- Sparse recovery under matrix uncertainty (Q605921) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Rejoinder to the comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619145) (← links)
- Sparsity in multiple kernel learning (Q620564) (← links)
- Adaptive Dantzig density estimation (Q629798) (← links)
- On verifiable sufficient conditions for sparse signal recovery via \(\ell_{1}\) minimization (Q633105) (← links)
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
- A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
