Pages that link to "Item:Q1950804"

The following pages link to Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804):

Displaying 38 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)
• Adaptive robust estimation in sparse vector model (Q820801) (← links)
• Estimation of functionals of sparse covariance matrices (Q892255) (← links)
• Solution of linear ill-posed problems by model selection and aggregation (Q1639200) (← links)
• Inferring large graphs using \(\ell_1\)-penalized likelihood (Q1704026) (← links)
• Adaptive estimation of the sparsity in the Gaussian vector model (Q1731745) (← links)
• Minimax optimal estimation in partially linear additive models under high dimension (Q1740526) (← links)
• Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804) (← links)
• Detection boundary in sparse regression (Q1952112) (← links)
• Slope meets Lasso: improved oracle bounds and optimality (Q1990596) (← links)
• Optimal adaptive estimation of linear functionals under sparsity (Q1991697) (← links)
• Greedy variance estimation for the LASSO (Q2019914) (← links)
• Optimal sparsity testing in linear regression model (Q2040034) (← links)
• Variable selection consistency of Gaussian process regression (Q2054515) (← links)
• The all-or-nothing phenomenon in sparse linear regression (Q2078961) (← links)
• High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (Q2119233) (← links)
• How can we identify the sparsity structure pattern of high-dimensional data: an elementary statistical analysis to interpretable machine learning (Q2170515) (← links)
• Minimax rate of testing in sparse linear regression (Q2173042) (← links)
• Adaptive confidence sets in shape restricted regression (Q2214235) (← links)
• Asymptotic risk and phase transition of \(l_1\)-penalized robust estimator (Q2215774) (← links)
• A global homogeneity test for high-dimensional linear regression (Q2263711) (← links)
• Robust regression via mutivariate regression depth (Q2295029) (← links)
• Sharp oracle inequalities for low-complexity priors (Q2304249) (← links)
• Minimax-optimal nonparametric regression in high dimensions (Q2343958) (← links)
• Detecting positive correlations in a multivariate sample (Q2345119) (← links)
• Accuracy assessment for high-dimensional linear regression (Q2413610) (← links)
• Estimation and variable selection with exponential weights (Q2447091) (← links)
• Estimating minimum effect with outlier selection (Q2656596) (← links)
• Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance (Q2676940) (← links)
• Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix (Q2786472) (← links)
• Optimization of sampling designs for pedigrees and association studies (Q6079587) (← links)