Pattern recovery by SLOPE
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Cites work
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- A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
- A new look at the statistical model identification
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- A strong law for weighted sums of i.i.d. random variables
- Adaptive Bayesian SLOPE: Model Selection With Incomplete Data
- Bayesian effect fusion for categorical predictors
- Deep learning
- Delete or merge regressors for linear model selection
- Estimating the dimension of a model
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- Generalized inverses. Theory and applications.
- Graphical Gaussian Models With Edge and Vertex Symmetries
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- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
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- Model Consistency of Partly Smooth Regularizers
- Model selection with low complexity priors
- Modelling High-Dimensional Categorical Data using Nonconvex Fusion Penalties
- On Sparse Representations in Arbitrary Redundant Bases
- On the asymptotic properties of SLOPE
- On the sign recovery by least absolute shrinkage and selection operator, thresholded least absolute shrinkage and selection operator, and thresholded basis pursuit denoising
- Pattern recovery and signal denoising by SLOPE when the design matrix is orthogonal
- Proximal operator for the sorted \(\ell_1\) norm: application to testing procedures based on SLOPE
- Ridge Regression: Applications to Nonorthogonal Problems
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Simple expressions of the Lasso and SLOPE estimators in low-dimension
- Simultaneous Factor Selection and Collapsing Levels in ANOVA
- Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
- SLOPE is adaptive to unknown sparsity and asymptotically minimax
- Slope meets Lasso: improved oracle bounds and optimality
- SLOPE-adaptive variable selection via convex optimization
- Sparse graphical modelling for global minimum variance portfolio
- Sparse index clones via the sorted \(\ell_1\)-norm
- Sparsity and Smoothness Via the Fused Lasso
- Statistics for high-dimensional data. Methods, theory and applications.
- The Adaptive Lasso and Its Oracle Properties
- The Lasso problem and uniqueness
- The risk inflation criterion for multiple regression
- Variable Selection in the Presence of Factors: A Model Selection Perspective
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