Pages that link to "Item:Q343803"

The following pages link to The lower tail of random quadratic forms with applications to ordinary least squares (Q343803):

Displaying 16 items.

• Sparse recovery under weak moment assumptions (Q520739) (← links)
• An upper bound on the smallest singular value of a square random matrix (Q722769) (← links)
• On the prediction loss of the Lasso in the partially labeled setting (Q1616320) (← links)
• The smallest singular value of a shifted $d$-regular random square matrix (Q1740600) (← links)
• Simplicial faces of the set of correlation matrices (Q1991097) (← links)
• Estimation from nonlinear observations via convex programming with application to bilinear regression (Q2002578) (← links)
• Finite impulse response models: a non-asymptotic analysis of the least squares estimator (Q2040046) (← links)
• Regret lower bound and optimal algorithm for high-dimensional contextual linear bandit (Q2074307) (← links)
• An elementary analysis of ridge regression with random design (Q2080945) (← links)
• Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833) (← links)
• Suboptimality of constrained least squares and improvements via non-linear predictors (Q2108490) (← links)
• Distribution-free robust linear regression (Q2113267) (← links)
• Finite sample performance of linear least squares estimation (Q2235406) (← links)
• On the interval of fluctuation of the singular values of random matrices (Q2628338) (← links)
• Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)
• Dimension-free bounds for sums of independent matrices and simple tensors via the variational principle (Q6186442) (← links)