Pages that link to "Item:Q2456016"
From MaRDI portal
The following pages link to Aggregation for Gaussian regression (Q2456016):
Displaying 50 items.
- Estimator selection in the Gaussian setting (Q141397) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
- A nonlinear aggregation type classifier (Q268772) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- Performance of empirical risk minimization in linear aggregation (Q282546) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Deconvolution model with fractional Gaussian noise: a minimax study (Q310673) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- Estimation of matrices with row sparsity (Q327303) (← links)
- Anisotropic de-noising in functional deconvolution model with dimension-free convergence rates (Q351683) (← links)
- Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (Q358878) (← links)
- Sparse regression learning by aggregation and Langevin Monte-Carlo (Q439987) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
- Kullback-Leibler aggregation and misspecified generalized linear models (Q447818) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- Estimation of high-dimensional low-rank matrices (Q548539) (← links)
- Sparse recovery under matrix uncertainty (Q605921) (← links)
- Adaptive Dantzig density estimation (Q629798) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- Estimator selection with respect to Hellinger-type risks (Q644788) (← links)
- Generalization of constraints for high dimensional regression problems (Q645414) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- Generalized mirror averaging and \(D\)-convex aggregation (Q734528) (← links)
- Linear and convex aggregation of density estimators (Q734530) (← links)
- Some theoretical results on the grouped variables Lasso (Q734551) (← links)
- Robust forecast combinations (Q738116) (← links)
- Some sharp performance bounds for least squares regression with \(L_1\) regularization (Q834334) (← links)
- Near-ideal model selection by \(\ell _{1}\) minimization (Q834335) (← links)
- Sparsity in penalized empirical risk minimization (Q838303) (← links)
- Aggregation via empirical risk minimization (Q842390) (← links)
- From local kernel to nonlocal multiple-model image denoising (Q847522) (← links)
- Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation (Q892492) (← links)
- Learning by mirror averaging (Q955138) (← links)
- High-dimensional Gaussian model selection on a Gaussian design (Q985331) (← links)
- SPADES and mixture models (Q988014) (← links)
- Lasso-type recovery of sparse representations for high-dimensional data (Q1002157) (← links)
- A universal procedure for aggregating estimators (Q1002171) (← links)
- Mixing least-squares estimators when the variance is unknown (Q1002537) (← links)
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity (Q1009266) (← links)
- Minimax lower bounds for the simultaneous wavelet deconvolution with fractional Gaussian noise and unknown kernels (Q1644190) (← links)
- A new approach to estimator selection (Q1708984) (← links)
- Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood (Q1737972) (← links)
- On the sensitivity of the Lasso to the number of predictor variables (Q1790389) (← links)
- Sharp oracle inequalities for aggregation of affine estimators (Q1940775) (← links)
- On the optimality of the empirical risk minimization procedure for the convex aggregation problem (Q1943331) (← links)
- High-dimensional additive hazards models and the lasso (Q1950827) (← links)
- Model selection in regression under structural constraints (Q1951123) (← links)
