| Publication | Date of Publication | Type |
|---|
On the practice of rescaling covariates
International Statistical Review | 2024-07-18 | Paper |
Sparse additive models in high dimensions with wavelets
Scandinavian Journal of Statistics | 2024-03-15 | Paper |
Nonparametric Estimation of Galaxy Cluster Emissivity and Detection of Point Sources in Astrophysics With Two Lasso Penalties
Journal of the American Statistical Association | 2023-05-22 | Paper |
Robust Lasso‐Zero for sparse corruption and model selection with missing covariates
Scandinavian Journal of Statistics | 2023-04-13 | Paper |
A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks
Statistics and Computing | 2022-12-09 | Paper |
Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
Computational Statistics and Data Analysis | 2022-05-30 | Paper |
Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles
Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Efficient Threshold Selection for Multivariate Total Variation Denoising
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
| scientific article; zbMATH DE number 7124006 (Why is no real title available?) | 2019-10-29 | Paper |
Low-rank model with covariates for count data with missing values
Journal of Multivariate Analysis | 2019-10-01 | Paper |
Resampling methods for estimating variance in surveys
Journal de la Société Française de Statistique | 2019-03-25 | Paper |
Quantile universal threshold
Electronic Journal of Statistics | 2017-12-08 | Paper |
Quantile universal threshold
Electronic Journal of Statistics | 2017-12-08 | Paper |
Quantile universal threshold
Electronic Journal of Statistics | 2017-01-01 | Paper |
Quantile universal threshold
Electronic Journal of Statistics | 2017-01-01 | Paper |
Adaptive shrinkage of singular values
Statistics and Computing | 2016-06-10 | Paper |
Isotone additive latent variable models
Statistics and Computing | 2015-10-16 | Paper |
Extreme-quantile tracking for financial time series
Journal of Econometrics | 2014-06-04 | Paper |
Smooth blockwise iterative thresholding: a smooth fixed point estimator based on the likelihood's block gradient
Journal of the American Statistical Association | 2013-04-22 | Paper |
Density estimation by total variation penalized likelihood driven by the sparsity \(l_1\) information criterion
Scandinavian Journal of Statistics | 2011-02-22 | Paper |
Adaptive posterior mode estimation of a sparse sequence for model selection
Scandinavian Journal of Statistics | 2011-02-22 | Paper |
| A comparison between \(L_1\) Markov random field-based and wavelet-based estimators | 2007-10-11 | Paper |
On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions
Journal of the American Statistical Association | 2006-06-26 | Paper |
| Wavestrapping time series: Adaptive wavelet-based bootstrapping | 2002-09-19 | Paper |
| Triogram Models | 1998-10-25 | Paper |
