SPADES and mixture models
From MaRDI portal
Publication:988014
DOI10.1214/09-AOS790zbMath1198.62025arXiv0901.2044MaRDI QIDQ988014
Florentina Bunea, Marten H. Wegkamp, Alexandre B. Tsybakov, Adrian Barbu
Publication date: 24 August 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0901.2044
aggregationadaptive estimationminimax risksparsitymixture modelsoracle inequalitiesnonparametric density estimationstatistical learninglassoconsistent model selectionpenalized least squares
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Related Items
Supermix: sparse regularization for mixtures, Penalized logspline density estimation using total variation penalty, Adaptive log-density estimation, Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model, Solution of linear ill-posed problems using overcomplete dictionaries, Compressive Gaussian Mixture Estimation, Parameter recovery in two-component contamination mixtures: the \(L^2\) strategy, Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization, Adaptive Dantzig density estimation, High-dimensional additive hazards models and the lasso, Sparsity considerations for dependent variables, Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood, Penalized B-spline estimator for regression functions using total variation penalty, Proximal Distance Algorithms: Theory and Examples, Minimax bounds for Besov classes in density estimation, Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules, Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence, A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- Density estimation by the penalized combinatorial method
- Linear and convex aggregation of density estimators
- Sparsity in penalized empirical risk minimization
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Strongly consistent model selection for densities
- Nonparametric estimation of smooth probability densities in \(L_ 2\)
- Wavelets, approximation, and statistical applications
- Model selection in nonparametric regression
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
- Reconstruction of sparse vectors in white Gaussian noise
- \(L^ p\) adaptive density estimation
- Consistent estimation of mixture complexity.
- Consistent covariate selection and post model selection inference in semiparametric regression.
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
- Dimension reduction and variable selection in case control studies via regularized likelihood optimization
- Simultaneous analysis of Lasso and Dantzig selector
- High-dimensional generalized linear models and the lasso
- Sparsity oracle inequalities for the Lasso
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
- Aggregation for Gaussian regression
- Pathwise coordinate optimization
- Adapting to unknown sparsity by controlling the false discovery rate
- High-dimensional graphs and variable selection with the Lasso
- Atomic Decomposition by Basis Pursuit
- Stable recovery of sparse overcomplete representations in the presence of noise
- Quasi-universal bandwidth selection for kernel density estimators
- De-noising by soft-thresholding
- Learning Theory and Kernel Machines
- Aggregation and Sparsity Via ℓ1 Penalized Least Squares
- Sparse Density Estimation with ℓ1 Penalties
- Combinatorial methods in density estimation