Pages that link to "Item:Q605921"

The following pages link to Sparse recovery under matrix uncertainty (Q605921):

Displaying 27 items.

• Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error (Q73072) (← links)
• An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models (Q309537) (← links)
• Perturbations of measurement matrices and dictionaries in compressed sensing (Q442524) (← links)
• Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
• High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741) (← links)
• A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
• Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
• Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
• Least squares after model selection in high-dimensional sparse models (Q1952433) (← links)
• Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates (Q2008214) (← links)
• Inference in high dimensional linear measurement error models (Q2034474) (← links)
• The generalized equivalence of regularization and min-max robustification in linear mixed models (Q2062416) (← links)
• A convex optimization framework for the identification of homogeneous reaction systems (Q2174011) (← links)
• Scalable interpretable learning for multi-response error-in-variables regression (Q2196126) (← links)
• Robust subspace clustering (Q2249846) (← links)
• Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925) (← links)
• Deep learning for inverse problems with unknown operator (Q2689599) (← links)
• Estimation and variable selection in partial linear single index models with error-prone linear covariates (Q2934843) (← links)
• Learning partial differential equations for biological transport models from noisy spatio-temporal data (Q5114254) (← links)
• Screening Methods for Linear Errors-in-Variables Models in High Dimensions (Q6079786) (← links)
• Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method (Q6089205) (← links)
• Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors (Q6099545) (← links)
• Weighted <i>l</i>₁‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors (Q6135357) (← links)
• Concentration of measure bounds for matrix-variate data with missing values (Q6178556) (← links)
• Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression (Q6183086) (← links)
• Subgroup analysis of linear models with measurement error (Q6490385) (← links)