Pages that link to "Item:Q5965308"
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The following pages link to A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers (Q5965308):
Displaying 50 items.
- A Cluster Elastic Net for Multivariate Regression (Q63195) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Transfer Learning under High-dimensional Generalized Linear Models (Q115205) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
- A Note on Coding and Standardization of Categorical Variables in (Sparse) Group Lasso Regression (Q146016) (← links)
- On solutions of sparsity constrained optimization (Q259112) (← links)
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- An analysis of penalized interaction models (Q282572) (← links)
- Minimum distance Lasso for robust high-dimensional regression (Q286223) (← links)
- Exact post-selection inference, with application to the Lasso (Q292865) (← links)
- Comprehensive comparative analysis and identification of RNA-binding protein domains: multi-class classification and feature selection (Q293789) (← links)
- Joint estimation of precision matrices in heterogeneous populations (Q302425) (← links)
- Geometric inference for general high-dimensional linear inverse problems (Q309721) (← links)
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- Sharp MSE bounds for proximal denoising (Q330102) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
- The geometry of least squares in the 21st century (Q373539) (← links)
- Simple bounds for recovering low-complexity models (Q378116) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Sharp recovery bounds for convex demixing, with applications (Q404302) (← links)
- The log-linear group-lasso estimator and its asymptotic properties (Q442085) (← links)
- Uniqueness conditions for low-rank matrix recovery (Q442534) (← links)
- Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions (Q447861) (← links)
- Estimation of high-dimensional partially-observed discrete Markov random fields (Q470504) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Decomposable norm minimization with proximal-gradient homotopy algorithm (Q513723) (← links)
- Estimation of high-dimensional low-rank matrices (Q548539) (← links)
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
- Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion (Q661157) (← links)
- Generalized M-estimators for high-dimensional Tobit I models (Q668611) (← links)
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741) (← links)
- Gelfand numbers related to structured sparsity and Besov space embeddings with small mixed smoothness (Q722765) (← links)
- Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793) (← links)
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
- A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
- Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
- Stability of the elastic net estimator (Q895982) (← links)
- Nonnegative-Lasso and application in index tracking (Q1615217) (← links)
- A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
- Distributed testing and estimation under sparse high dimensional models (Q1650081) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- Scalable methods for Bayesian selective inference (Q1657959) (← links)
- Trace regression model with simultaneously low rank and row(column) sparse parameter (Q1658399) (← links)
- Robust shrinkage estimation and selection for functional multiple linear model through LAD loss (Q1659013) (← links)
- Multivariate factorizable expectile regression with application to fMRI data (Q1662166) (← links)
- Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression (Q1677029) (← links)
