Pages that link to "Item:Q1950804"
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The following pages link to Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804):
Displayed 17 items.
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- A posterior probability approach for gene regulatory network inference in genetic perturbation data (Q326558) (← links)
- Minimax adaptive tests for the functional linear model (Q355113) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← links)
- Sparse regression and support recovery with \(\mathbb{L}_2\)-boosting algorithms (Q466526) (← links)
- Beyond support in two-stage variable selection (Q517395) (← links)
- Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804) (← links)
- Detection boundary in sparse regression (Q1952112) (← links)
- A global homogeneity test for high-dimensional linear regression (Q2263711) (← links)
- Minimax-optimal nonparametric regression in high dimensions (Q2343958) (← links)
- Detecting positive correlations in a multivariate sample (Q2345119) (← links)
- Estimation and variable selection with exponential weights (Q2447091) (← links)
- Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix (Q2786472) (← links)
- High-dimensional regression with unknown variance (Q5965306) (← links)