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.
- A Rice method proof of the null-space property over the Grassmannian (Q1700392) (← links)
- Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
- A two-stage regularization method for variable selection and forecasting in high-order interaction model (Q1723055) (← links)
- A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
- Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood (Q1737972) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- The convex geometry of linear inverse problems (Q1928276) (← links)
- High-dimensional additive hazards models and the lasso (Q1950827) (← links)
- Estimating networks with jumps (Q1950892) (← links)
- The Lasso problem and uniqueness (Q1951165) (← links)
- PAC-Bayesian bounds for sparse regression estimation with exponential weights (Q1952177) (← links)
- The Lasso as an \(\ell _{1}\)-ball model selection procedure (Q1952205) (← links)
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
- Sparsity considerations for dependent variables (Q1952207) (← links)
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
- Spatially-adaptive sensing in nonparametric regression (Q1952441) (← links)
- Sign-constrained least squares estimation for high-dimensional regression (Q1954143) (← links)
- Approximate \(\ell_0\)-penalized estimation of piecewise-constant signals on graphs (Q1990576) (← links)
- Empirical Bayes oracle uncertainty quantification for regression (Q1996760) (← links)
- Inference under Fine-Gray competing risks model with high-dimensional covariates (Q2008618) (← links)
- Greedy variance estimation for the LASSO (Q2019914) (← links)
- Simultaneous feature selection and clustering based on square root optimization (Q2028812) (← links)
- Sparse space-time models: concentration inequalities and Lasso (Q2028941) (← links)
- Inference without compatibility: using exponential weighting for inference on a parameter of a linear model (Q2040072) (← links)
- The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning (Q2054498) (← links)
- Control variate selection for Monte Carlo integration (Q2058787) (← links)
- Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning (Q2073715) (← links)
- High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
- The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
- In defense of the indefensible: a very naïve approach to high-dimensional inference (Q2075709) (← links)
- Robust subset selection (Q2076115) (← links)
- Fundamental barriers to high-dimensional regression with convex penalties (Q2119224) (← links)
- Canonical thresholding for nonsparse high-dimensional linear regression (Q2119237) (← links)
- Sparse high-dimensional linear regression. Estimating squared error and a phase transition (Q2131259) (← links)
- Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors (Q2132004) (← links)
- The variable selection by the Dantzig selector for Cox's proportional hazards model (Q2135519) (← links)
- Extreme eigenvalues of nonlinear correlation matrices with applications to additive models (Q2145814) (← links)
- High-dimensional regression with potential prior information on variable importance (Q2152561) (← links)
- Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
- ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels (Q2209821) (← links)
- A general framework for Bayes structured linear models (Q2215762) (← links)
- A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. (Q2225318) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- Sparse semiparametric discriminant analysis (Q2256757) (← links)
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison (Q2259726) (← links)
- Sparse distance metric learning (Q2259733) (← links)
- A global homogeneity test for high-dimensional linear regression (Q2263711) (← links)