Pages that link to "Item:Q2426799"

The following pages link to Sparsity oracle inequalities for the Lasso (Q2426799):

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)
• Distribution-Free Predictive Inference For Regression (Q112972) (← links)
• Selection by partitioning the solution paths (Q114375) (← links)
• Nearly unbiased variable selection under minimax concave penalty (Q117379) (← 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)
• Regularity properties for sparse regression (Q279682) (← links)
• Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474) (← links)
• Solution of linear ill-posed problems using overcomplete dictionaries (Q309741) (← links)
• Estimation of matrices with row sparsity (Q327303) (← links)
• Sharp MSE bounds for proximal denoising (Q330102) (← links)
• Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (Q358878) (← links)
• Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
• Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
• Statistical significance in high-dimensional linear models (Q373525) (← 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)
• Sparse regression learning by aggregation and Langevin Monte-Carlo (Q439987) (← links)
• Mirror averaging with sparsity priors (Q442083) (← 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)
• A new perspective on least squares under convex constraint (Q482891) (← links)
• \(L_1\)-penalization in functional linear regression with subgaussian design (Q487731) (← links)
• On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
• Cox process functional learning (Q500875) (← links)
• Decomposable norm minimization with proximal-gradient homotopy algorithm (Q513723) (← links)
• Additive model selection (Q513754) (← links)
• Exponential screening and optimal rates of sparse estimation (Q548534) (← 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)
• Adaptive Dantzig density estimation (Q629798) (← links)
• Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
• Structured, sparse regression with application to HIV drug resistance (Q641120) (← links)
• Generalization of constraints for high dimensional regression problems (Q645414) (← links)
• Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
• Generalized mirror averaging and \(D\)-convex aggregation (Q734528) (← links)
• Some theoretical results on the grouped variables Lasso (Q734551) (← links)
• High dimensional regression for regenerative time-series: an application to road traffic modeling (Q830094) (← links)
• Penalized logspline density estimation using total variation penalty (Q830579) (← links)
• Some sharp performance bounds for least squares regression with \(L_1\) regularization (Q834334) (← links)
• Near-ideal model selection by \(\ell _{1}\) minimization (Q834335) (← links)
• Sparsity in penalized empirical risk minimization (Q838303) (← links)
• Bayesian linear regression with sparse priors (Q888501) (← links)
• Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation (Q892492) (← 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)
• High-dimensional Gaussian model selection on a Gaussian design (Q985331) (← links)