Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using \ell _{1}-Constrained Quadratic Programming (Lasso)
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- Model selection consistency of Lasso for empirical data
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- Generalized Kalman smoothing: modeling and algorithms
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- Oracle inequalities for high-dimensional prediction
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- Least squares after model selection in high-dimensional sparse models
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- Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates
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- Statistical inference for model parameters in stochastic gradient descent
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
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- Online sparse identification for regression models
- Learning rates for partially linear functional models with high dimensional scalar covariates
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- Statistical analysis of sparse approximate factor models
- Fundamental limits of exact support recovery in high dimensions
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- A discussion on practical considerations with sparse regression methodologies
- A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
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- Prediction error bounds for linear regression with the TREX
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- Prediction and estimation consistency of sparse multi-class penalized optimal scoring
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- Sorted concave penalized regression
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
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- Sparse learning via Boolean relaxations
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- High-dimensional change-point estimation: combining filtering with convex optimization
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- L1-norm-based principal component analysis with adaptive regularization
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