Pages that link to "Item:Q482891"

The following pages link to A new perspective on least squares under convex constraint (Q482891):

Displaying 33 items.

• An improved global risk bound in concave regression (Q309525) (← links)
• The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii (Q666588) (← links)
• Isotonic regression meets Lasso (Q668615) (← links)
• On concentration for (regularized) empirical risk minimization (Q1688423) (← links)
• Discussion of ``On concentration for (regularized) empirical risk minimization'' by Sara van de Geer and Martin Wainwright (Q1688424) (← links)
• Discussion of the paper ``On concentration for (regularized) empirical risk minimization'' (Q1688425) (← links)
• Adaptive risk bounds in unimodal regression (Q1715517) (← links)
• Optimal rates of statistical seriation (Q1715546) (← links)
• Nonparametric shape-restricted regression (Q1730903) (← links)
• Bayesian fractional posteriors (Q1731743) (← links)
• Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
• Sharp oracle inequalities for least squares estimators in shape restricted regression (Q1750286) (← links)
• On the sensitivity of the Lasso to the number of predictor variables (Q1790389) (← links)
• Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method (Q2041794) (← links)
• Set structured global empirical risk minimizers are rate optimal in general dimensions (Q2054522) (← links)
• Stratified incomplete local simplex tests for curvature of nonparametric multiple regression (Q2108481) (← links)
• Suboptimality of constrained least squares and improvements via non-linear predictors (Q2108490) (← links)
• High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (Q2119233) (← links)
• The phase transition for the existence of the maximum likelihood estimate in high-dimensional logistic regression (Q2176606) (← links)
• Estimating piecewise monotone signals (Q2180071) (← links)
• The limiting behavior of isotonic and convex regression estimators when the model is misspecified (Q2188469) (← links)
• From Gauss to Kolmogorov: localized measures of complexity for ellipses (Q2199701) (← links)
• Estimation of Monge matrices (Q2203631) (← links)
• Hypothesis testing for densities and high-dimensional multinomials: sharp local minimax rates (Q2313273) (← links)
• Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation (Q2325349) (← links)
• Isotonic regression in general dimensions (Q2328048) (← links)
• Adaptation in multivariate log-concave density estimation (Q2656591) (← links)
• Estimation in High Dimensions: A Geometric Perspective (Q2799917) (← links)
• Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases (Q4578060) (← links)
• High-dimensional estimation with geometric constraints: Table 1. (Q4603716) (← links)
• Inverse Optimization with Noisy Data (Q4971385) (← links)
• Concentration behavior of the penalized least squares estimator (Q6089165) (← links)
• Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions (Q6183752) (← links)