Minimax risks for sparse regressions: ultra-high dimensional phenomenons
From MaRDI portal
Publication:1950804
DOI10.1214/12-EJS666zbMath1334.62120arXiv1008.0526MaRDI QIDQ1950804
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.0526
dimension reduction; adaptive estimation; minimax risk; high-dimensional regression; high-dimensional geometry
Related Items
Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models, Regularization and the small-ball method II: complexity dependent error rates, Unnamed Item, Unnamed Item, Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models, High-dimensional regression with unknown variance, Optimization of sampling designs for pedigrees and association studies, Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage, Inference for High-Dimensional Linear Mixed-Effects Models: A Quasi-Likelihood Approach, Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates, SLOPE is adaptive to unknown sparsity and asymptotically minimax, A posterior probability approach for gene regulatory network inference in genetic perturbation data, Minimax adaptive tests for the functional linear model, Optimal detection of sparse principal components in high dimension, Sparse regression and support recovery with \(\mathbb{L}_2\)-boosting algorithms, Beyond support in two-stage variable selection, Tight conditions for consistency of variable selection in the context of high dimensionality, Adaptive robust estimation in sparse vector model, Estimation of functionals of sparse covariance matrices, Solution of linear ill-posed problems by model selection and aggregation, Inferring large graphs using \(\ell_1\)-penalized likelihood, Adaptive estimation of the sparsity in the Gaussian vector model, Minimax optimal estimation in partially linear additive models under high dimension, Minimax risks for sparse regressions: ultra-high dimensional phenomenons, Detection boundary in sparse regression, Slope meets Lasso: improved oracle bounds and optimality, Optimal adaptive estimation of linear functionals under sparsity, Greedy variance estimation for the LASSO, Optimal sparsity testing in linear regression model, Variable selection consistency of Gaussian process regression, The all-or-nothing phenomenon in sparse linear regression, High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints, How can we identify the sparsity structure pattern of high-dimensional data: an elementary statistical analysis to interpretable machine learning, Minimax rate of testing in sparse linear regression, Adaptive confidence sets in shape restricted regression, Asymptotic risk and phase transition of \(l_1\)-penalized robust estimator, A global homogeneity test for high-dimensional linear regression, Robust regression via mutivariate regression depth, Sharp oracle inequalities for low-complexity priors, Minimax-optimal nonparametric regression in high dimensions, Detecting positive correlations in a multivariate sample, Accuracy assessment for high-dimensional linear regression, Estimation and variable selection with exponential weights, Estimating minimum effect with outlier selection, Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance, Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Exponential screening and optimal rates of sparse estimation
- Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
- Near-ideal model selection by \(\ell _{1}\) minimization
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- High-dimensional Gaussian model selection on a Gaussian design
- Gaussian model selection with an unknown variance
- A simple proof of the restricted isometry property for random matrices
- On minimax estimation of a sparse normal mean vector
- Asymptotically minimax hypothesis testing for nonparametric alternatives. I
- Asymptotically minimax hypothesis testing for nonparametric alternatives. II
- Asymptotically minimax hypothesis testing for nonparametric alternatives. III
- Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
- Adaptive tests of linear hypotheses by model selection
- Dimension reduction for conditional mean in regression
- Adaptive detection of a signal of growing dimension. I
- Adaptive detection of a signal of growing dimension. II
- Minimax detection of a signal for \(l^ n\)-balls.
- Non-asymptotic minimax rates of testing in signal detection
- Higher criticism for detecting sparse heterogeneous mixtures.
- Least angle regression. (With discussion)
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons
- Estimation of Gaussian graphs by model selection
- MAP model selection in Gaussian regression
- Detection boundary in sparse regression
- Minimal penalties for Gaussian model selection
- Goodness-of-fit tests for high-dimensional Gaussian linear models
- Simultaneous analysis of Lasso and Dantzig selector
- Kernel dimension reduction in regression
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- High-dimensional graphs and variable selection with the Lasso
- A New Lower Bound for Multiple Hypothesis Testing
- Decoding by Linear Programming
- Observed universality of phase transitions in high-dimensional geometry, with implications for modern data analysis and signal processing
- Smallest singular value of a random rectangular matrix
- Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Regularization and Variable Selection Via the Elastic Net
- An alternative point of view on Lepski's method
- Aggregation by Exponential Weighting and Sharp Oracle Inequalities
- Compressed sensing
- Gaussian model selection