Pages that link to "Item:Q1763096"
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The following pages link to Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization (Q1763096):
Displaying 50 items.
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
- Group selection in high-dimensional partially linear additive models (Q424816) (← links)
- The log-linear group-lasso estimator and its asymptotic properties (Q442085) (← links)
- Kullback-Leibler aggregation and misspecified generalized linear models (Q447818) (← links)
- Boosting algorithms: regularization, prediction and model fitting (Q449780) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- Nonparametric time series forecasting with dynamic updating (Q543446) (← links)
- Empirical processes with a bounded \(\psi_1\) diameter (Q602049) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619144) (← links)
- Consistent group selection in high-dimensional linear regression (Q627307) (← links)
- Structured, sparse regression with application to HIV drug resistance (Q641120) (← links)
- Near-ideal model selection by \(\ell _{1}\) minimization (Q834335) (← links)
- High-dimensional variable selection (Q834336) (← links)
- Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint (Q869974) (← links)
- Regularization in statistics (Q882931) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- SPADES and mixture models (Q988014) (← links)
- High-dimensional classification using features annealed independence rules (Q1000303) (← links)
- Lasso-type recovery of sparse representations for high-dimensional data (Q1002157) (← links)
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity (Q1009266) (← links)
- High-dimensional additive modeling (Q1043712) (← links)
- On stepwise pattern recovery of the fused Lasso (Q1660156) (← links)
- Best subset binary prediction (Q1668571) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations (Q1763097) (← links)
- On the sensitivity of the Lasso to the number of predictor variables (Q1790389) (← links)
- \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities (Q1930861) (← links)
- On the asymptotic properties of the group lasso estimator for linear models (Q1951765) (← links)
- MAP model selection in Gaussian regression (Q1952087) (← links)
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
- Time varying undirected graphs (Q1959601) (← links)
- Testing homogeneity of proportions from sparse binomial data with a large number of groups (Q2000735) (← links)
- Model selection in utility-maximizing binary prediction (Q2024476) (← links)
- Sure independence screening in the presence of missing data (Q2066525) (← links)
