scientific article; zbMATH DE number 4061904
From MaRDI portal
Publication:3796199
Recommendations
Cited in
(75)- Estimates of covering numbers
- Low M^*-estimates on coordinate subspaces
- Extremal problems and isotropic positions of convex bodies
- Linear regression with sparsely permuted data
- When random proportional subspaces are also random quotients
- Regular random sections of convex bodies and the random quotient-of-subspace theorem
- The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning
- Precise statistical analysis of classification accuracies for adversarial training
- Proof methods for robust low-rank matrix recovery
- The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance
- A precise high-dimensional asymptotic theory for boosting and minimum-\(\ell_1\)-norm interpolated classifiers
- Generalizing CoSaMP to signals from a union of low dimensional linear subspaces
- The phase transition for the existence of the maximum likelihood estimate in high-dimensional logistic regression
- Average-case complexity without the black swans
- Recovery analysis for weighted \(\ell_{1}\)-minimization using the null space property
- High-dimensional change-point estimation: combining filtering with convex optimization
- Gaussian averages of interpolated bodies and applications to approximate reconstruction
- Logarithmic reduction of the level of randomness in some probabilistic geometric constructions
- Empirical processes and random projections
- Generalized notions of sparsity and restricted isometry property. II: Applications
- \(\ell^1\)-analysis minimization and generalized (co-)sparsity: when does recovery succeed?
- Generic error bounds for the generalized Lasso with sub-exponential data
- Essay on Kashin's remarkable 1977 decomposition theorem
- Terracini convexity
- Estimation in high dimensions: a geometric perspective
- A geometrical stability condition for compressed sensing
- An introduction to compressed sensing
- Sharp MSE bounds for proximal denoising
- Recovering structured signals in noise: least-squares meets compressed sensing
- Cosparsity in Compressed Sensing
- Simple bounds for recovering low-complexity models
- Fast and reliable parameter estimation from nonlinear observations
- Robust analysis ℓ1-recovery from Gaussian measurements and total variation minimization
- Guarantees of total variation minimization for signal recovery
- Stable low-rank matrix recovery via null space properties
- Non-convex projected gradient descent for generalized low-rank tensor regression
- Dvoretzky's theorem and the complexity of entanglement detection
- Isolated calmness of solution mappings and exact recovery conditions for nuclear norm optimization problems
- Robust width: a characterization of uniformly stable and robust compressed sensing
- Random sections of ellipsoids and the power of random information
- scientific article; zbMATH DE number 7626727 (Why is no real title available?)
- Two-stage approach to multivariate linear regression with sparsely mismatched data
- A sharp blockwise tensor perturbation bound for orthogonal iteration
- Persistent homology for low-complexity models
- Regularization of non-normal matrices by Gaussian noise -- the banded Toeplitz and twisted Toeplitz cases
- Geometry of the \(L_{q}\)-centroid bodies of an isotropic log-concave measure
- On the convergence rate of projected gradient descent for a back-projection based objective
- Randomized numerical linear algebra: Foundations and algorithms
- Sharp global convergence guarantees for iterative nonconvex optimization with random data
- Automatic bias correction for testing in high‐dimensional linear models
- A unified approach to uniform signal recovery from nonlinear observations
- Random sections of _p-ellipsoids, optimal recovery and Gelfand numbers of diagonal operators
- Sampling rates for ^1-synthesis
- \( \varepsilon \)-isometric dimension reduction for incompressible subsets of \(\ell_p\)
- Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions
- Universality of regularized regression estimators in high dimensions
- A tradeoff between false discovery and true positive proportions for sparse high-dimensional logistic regression
- The curse of overparametrization in adversarial training: precise analysis of robust generalization for random features regression
- Unsourced random access
- Correlation adjusted debiased Lasso: debiasing the Lasso with inaccurate covariate model
- Exact threshold for approximate ellipsoid fitting of random points
- The generalization error of max-margin linear classifiers: benign overfitting and high dimensional asymptotics in the overparametrized regime
- Optimization and learning with randomly compressed gradient updates
- Hitting the high-dimensional notes: an ODE for SGD learning dynamics on GLMs and multi-index models
- Injectivity of ReLU networks: perspectives from statistical physics
- Tight bounds for maximum _1-margin classifiers
- Subspace embeddings under nonlinear transformations
- Fitting an ellipsoid to a quadratic number of random points
- Gelfand numbers related to structured sparsity and Besov space embeddings with small mixed smoothness
- Majorizing measures for the optimizer
- A phase transition between positional and semantic learning in a solvable model of dot-product attention
- Gaussian random projections of convex cones: approximate kinematic formulae and applications
- Robust recovery of complex exponential signals from random Gaussian projections via low rank Hankel matrix reconstruction
- \(L_{p}\)-moments of random vectors via majorizing measures
- Analysis _1-recovery with frames and Gaussian measurements
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3796199)