Pages that link to "Item:Q838303"
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The following pages link to Sparsity in penalized empirical risk minimization (Q838303):
Displayed 47 items.
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- The learning rate of \(l_2\)-coefficient regularized classification with strong loss (Q383667) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
- Error bounds for \(l^p\)-norm multiple kernel learning with least square loss (Q448851) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- \(L_1\)-penalization in functional linear regression with subgaussian design (Q487731) (← links)
- Optimal learning rates of \(l^p\)-type multiple kernel learning under general conditions (Q526680) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- Performance guarantees for individualized treatment rules (Q548554) (← links)
- The Dantzig selector and sparsity oracle inequalities (Q605023) (← links)
- Sparsity in multiple kernel learning (Q620564) (← links)
- Support vector machines with a reject option (Q654412) (← links)
- Consistent learning by composite proximal thresholding (Q681492) (← links)
- Some theoretical results on the grouped variables Lasso (Q734551) (← links)
- Some sharp performance bounds for least squares regression with \(L_1\) regularization (Q834334) (← links)
- SPADES and mixture models (Q988014) (← links)
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity (Q1009266) (← links)
- Sparse recovery in convex hulls via entropy penalization (Q1018643) (← links)
- Elastic-net regularization in learning theory (Q1023403) (← links)
- \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities (Q1930861) (← links)
- High-dimensional additive hazards models and the lasso (Q1950827) (← links)
- The Lasso problem and uniqueness (Q1951165) (← links)
- On the asymptotic properties of the group lasso estimator for linear models (Q1951765) (← links)
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization (Q1951794) (← links)
- On the conditions used to prove oracle results for the Lasso (Q1952029) (← links)
- The Lasso as an \(\ell _{1}\)-ball model selection procedure (Q1952205) (← links)
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
- Sparsity considerations for dependent variables (Q1952207) (← links)
- Least squares after model selection in high-dimensional sparse models (Q1952433) (← links)
- Overcoming the limitations of phase transition by higher order analysis of regularization techniques (Q1991696) (← links)
- Sparse parameter identification of stochastic dynamical systems (Q2082775) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison (Q2259726) (← links)
- Simultaneous analysis of Lasso and Dantzig selector (Q2388978) (← links)
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators (Q2426826) (← links)
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925) (← links)
- Multi-stage convex relaxation for feature selection (Q2435243) (← links)
- Regularized learning schemes in feature Banach spaces (Q4594821) (← links)
- Generalized support vector regression: Duality and tensor-kernel representation (Q5220070) (← links)
- Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455) (← links)
- The Partial Linear Model in High Dimensions (Q5251496) (← links)
- Quasi-likelihood and/or robust estimation in high dimensions (Q5965304) (← links)
- Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)
- Analysis of sparse recovery for Legendre expansions using envelope bound (Q6090395) (← links)
- Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs (Q6107866) (← links)
- Optimal Algorithms for Stochastic Complementary Composite Minimization (Q6136660) (← links)