Pages that link to "Item:Q548534"
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The following pages link to Exponential screening and optimal rates of sparse estimation (Q548534):
Displaying 50 items.
- Robust Bayes estimation using the density power divergence (Q263267) (← links)
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
- Estimation of matrices with row sparsity (Q327303) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- Kullback-Leibler aggregation and misspecified generalized linear models (Q447818) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- Comment on ``Hypothesis testing by convex optimization'' (Q491382) (← links)
- Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- Estimation of high-dimensional low-rank matrices (Q548539) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- Isotonic regression meets Lasso (Q668615) (← links)
- Deviation optimal learning using greedy \(Q\)-aggregation (Q693750) (← links)
- On cross-validated Lasso in high dimensions (Q820794) (← links)
- Bayesian linear regression with sparse priors (Q888501) (← links)
- On the prediction loss of the Lasso in the partially labeled setting (Q1616320) (← links)
- Entropic optimal transport is maximum-likelihood deconvolution (Q1632830) (← links)
- Solution of linear ill-posed problems by model selection and aggregation (Q1639200) (← links)
- Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood (Q1737972) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- Optimal bounds for aggregation of affine estimators (Q1747732) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- Sharp oracle inequalities for aggregation of affine estimators (Q1940775) (← links)
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804) (← links)
- Model selection in regression under structural constraints (Q1951123) (← links)
- Upper bounds and aggregation in bipartite ranking (Q1951156) (← links)
- MAP model selection in Gaussian regression (Q1952087) (← links)
- PAC-Bayesian bounds for sparse regression estimation with exponential weights (Q1952177) (← links)
- The Lasso as an \(\ell _{1}\)-ball model selection procedure (Q1952205) (← links)
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
- Restricted strong convexity implies weak submodularity (Q1990594) (← links)
- Slope meets Lasso: improved oracle bounds and optimality (Q1990596) (← links)
- Block-based refitting in \(\ell_{12}\) sparse regularization (Q2031749) (← links)
- Inference without compatibility: using exponential weighting for inference on a parameter of a linear model (Q2040072) (← links)
- Aggregated hold out for sparse linear regression with a robust loss function (Q2136632) (← links)
- Exponential weights in multivariate regression and a low-rankness favoring prior (Q2179638) (← links)
- A general framework for Bayes structured linear models (Q2215762) (← links)
- Prediction error bounds for linear regression with the TREX (Q2273161) (← links)
- Prediction and estimation consistency of sparse multi-class penalized optimal scoring (Q2278663) (← links)
- Adaptive density estimation on bounded domains (Q2291961) (← links)
- Sharp oracle inequalities for low-complexity priors (Q2304249) (← links)
- Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation (Q2325349) (← links)
- Structured matrix estimation and completion (Q2325396) (← links)
- Adaptive estimation over anisotropic functional classes via oracle approach (Q2352739) (← links)
- Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
- Empirical risk minimization is optimal for the convex aggregation problem (Q2435238) (← links)
- Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
- Aggregation of affine estimators (Q2447090) (← links)
- Estimation and variable selection with exponential weights (Q2447091) (← links)
