Sparse Density Estimation with ℓ1 Penalties

DOI10.1007/978-3-540-72927-3_38MaRDI QIDQ5434073zbMATH OpenOpenAlexFDO

Authors Florentina Bunea, Alexandre B. Tsybakov, Marten H. Wegkamp

Publication date 3 January 2008

Published in Learning Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-72927-3_38

Mathematics Subject Classification ID

Density estimation (62G07)

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Cited in

(27)

• Sparse recovery in convex hulls via entropy penalization
• A general procedure to combine estimators
• Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances
• On the conditions used to prove oracle results for the Lasso
• Sparsity considerations for dependent variables
• Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
• Adaptive log-density estimation
• Aggregation of estimators and stochastic optimization
• Error density estimation in high-dimensional sparse linear model
• Lasso and probabilistic inequalities for multivariate point processes
• Simultaneous analysis of Lasso and Dantzig selector
• Sparsity oracle inequalities for the Lasso
• Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
• Density estimation by total variation penalized likelihood driven by the sparsity l₁ information criterion
• Modern statistical estimation via oracle inequalities
• Optimal model selection in density estimation
• Aggregation and Sparsity Via ℓ1 Penalized Least Squares
• An \(\ell_{1}\)-oracle inequality for the Lasso in finite mixture Gaussian regression models
• Density estimation in high and ultra high dimensions, regularization, and the \(L_1\) asymptotics
• Quasi-likelihood and/or robust estimation in high dimensions
• Discussion: One-step sparse estimates in nonconcave penalized likelihood models
• Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso
• Adaptive Dantzig density estimation
• A non-classical parameterization for density estimation using sample moments
• Some theoretical results on the grouped variables Lasso
• \(\ell^{1}\) sparsity and applications in estimation
• SPADES and mixture models

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