The following pages link to Sylvain Sardy (Q294252):
Displaying 22 items.
- Quantile universal threshold (Q131212) (← links)
- Adaptive shrinkage of singular values (Q294253) (← links)
- Isotone additive latent variable models (Q746242) (← links)
- (Q1732732) (redirect page) (← links)
- Resampling methods for estimating variance in surveys (Q1732733) (← links)
- A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks (Q2103975) (← links)
- Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension (Q2143028) (← links)
- Low-rank model with covariates for count data with missing values (Q2274954) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- (Q2712152) (← links)
- Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection (Q3077759) (← links)
- Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion (Q3077799) (← links)
- Efficient Threshold Selection for Multivariate Total Variation Denoising (Q3391178) (← links)
- Triogram Models (Q3839584) (← links)
- Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient (Q4916514) (← links)
- Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles (Q5066436) (← links)
- (Q5240878) (← links)
- (Q5310558) (← links)
- On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions (Q5474417) (← links)
- Robust Lasso‐Zero for sparse corruption and model selection with missing covariates (Q5887773) (← links)
- Sparse additive models in high dimensions with wavelets (Q6196795) (← links)
- On the practice of rescaling covariates (Q6574231) (← links)
