Pages that link to "Item:Q292875"
From MaRDI portal
The following pages link to SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875):
Displayed 39 items.
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- Improved bounds for square-root Lasso and square-root slope (Q1746538) (← links)
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior (Q1747745) (← links)
- Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
- Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (Q1755107) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- Slope meets Lasso: improved oracle bounds and optimality (Q1990596) (← links)
- Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
- Learning from MOM's principles: Le Cam's approach (Q2010482) (← links)
- Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses (Q2091840) (← links)
- Fundamental barriers to high-dimensional regression with convex penalties (Q2119224) (← links)
- Iterative algorithm for discrete structure recovery (Q2131266) (← links)
- Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)
- Bayesian factor-adjusted sparse regression (Q2155305) (← links)
- Robust machine learning by median-of-means: theory and practice (Q2196199) (← links)
- On the asymptotic properties of SLOPE (Q2206758) (← links)
- On spike and slab empirical Bayes multiple testing (Q2215749) (← links)
- Variable selection via adaptive false negative control in linear regression (Q2283578) (← links)
- Sorted concave penalized regression (Q2284364) (← links)
- Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate (Q2293382) (← links)
- Sharp oracle inequalities for low-complexity priors (Q2304249) (← links)
- Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions (Q2313281) (← links)
- Predictor ranking and false discovery proportion control in high-dimensional regression (Q2418511) (← links)
- Fundamental limits of weak recovery with applications to phase retrieval (Q2420637) (← links)
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs (Q3304859) (← links)
- (Q4633014) (← links)
- Sharp Oracle Inequalities for Square Root Regularization (Q4636972) (← links)
- Regularization and the small-ball method II: complexity dependent error rates (Q4637079) (← links)
- The Spike-and-Slab LASSO (Q4690970) (← links)
- Iterative gradient descent for outlier detection (Q5010123) (← links)
- Sparse index clones via the sorted ℓ<sub>1</sub>-Norm (Q5068095) (← links)
- Adaptive Bayesian SLOPE: Model Selection With Incomplete Data (Q5083360) (← links)
- Simple expressions of the LASSO and SLOPE estimators in low-dimension (Q5222210) (← links)
- Group SLOPE – Adaptive Selection of Groups of Predictors (Q5229924) (← links)
- A Unifying Tutorial on Approximate Message Passing (Q5863992) (← links)
- Safe Rules for the Identification of Zeros in the Solutions of the SLOPE Problem (Q5885837) (← links)
- Characterizing the SLOPE trade-off: a variational perspective and the Donoho-Tanner limit (Q6046301) (← links)
- Optimal false discovery control of minimax estimators (Q6103221) (← links)