Pages that link to "Item:Q902886"
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The following pages link to SLOPE-adaptive variable selection via convex optimization (Q902886):
Displayed 16 items.
- Familywise error rate control via knockoffs (Q276230) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- SLOPE-adaptive variable selection via convex optimization (Q902886) (← links)
- Improved bounds for square-root Lasso and square-root slope (Q1746538) (← links)
- Online rules for control of false discovery rate and false discovery exceedance (Q1750278) (← links)
- Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
- A flexible shrinkage operator for fussy grouped variable selection (Q1785810) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- Variable selection with Hamming loss (Q1800786) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- Slope meets Lasso: improved oracle bounds and optimality (Q1990596) (← links)
- Overcoming the limitations of phase transition by higher order analysis of regularization techniques (Q1991696) (← links)
- Statistical proof? The problem of irreproducibility (Q4598014) (← links)
- Sharp Oracle Inequalities for Square Root Regularization (Q4636972) (← links)
- Regularization and the small-ball method II: complexity dependent error rates (Q4637079) (← links)
- Item:Q902886 (redirect page) (← links)