Adaptive exact recovery in sparse nonparametric models
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Cites work
- A comparison of the Lasso and marginal regression
- Adaptive variable selection in nonparametric sparse additive models
- Adaptive variable selection in nonparametric sparse regression
- Detection of a sparse variable function
- Exact variable selection in sparse nonparametric models
- Fundamental limits of exact support recovery in high dimensions
- High-dimensional variable selection
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3480903 (Why is no real title available?)
- Latin supercube sampling for very high-dimensional simulations
- Mathematical foundations of infinite-dimensional statistical models
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric goodness-of-fit testing under Gaussian models
- On estimation and detection of smooth functions of many variables
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Smoothing spline ANOVA for exponential families, with application to the Wisconsin epidemiological study of diabetic retinopathy. (The 1994 Neyman Memorial Lecture)
- Tensor product space ANOVA models.
- Uncertainty quantification for robust variable selection and multiple testing
- Variable selection with Hamming loss
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