S. Sardy

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the practice of rescaling covariates International Statistical Review	2024-07-18	Paper
Sparse additive models in high dimensions with wavelets Scandinavian Journal of Statistics	2024-03-15	Paper
Nonparametric Estimation of Galaxy Cluster Emissivity and Detection of Point Sources in Astrophysics With Two Lasso Penalties Journal of the American Statistical Association	2023-05-22	Paper
Robust Lasso‐Zero for sparse corruption and model selection with missing covariates Scandinavian Journal of Statistics	2023-04-13	Paper
A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks Statistics and Computing	2022-12-09	Paper
Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension Computational Statistics and Data Analysis	2022-05-30	Paper
Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles Journal of Computational and Graphical Statistics	2022-03-29	Paper
Efficient Threshold Selection for Multivariate Total Variation Denoising Journal of Computational and Graphical Statistics	2022-03-28	Paper
scientific article; zbMATH DE number 7124006 (Why is no real title available?)	2019-10-29	Paper
Low-rank model with covariates for count data with missing values Journal of Multivariate Analysis	2019-10-01	Paper
Resampling methods for estimating variance in surveys Journal de la Société Française de Statistique	2019-03-25	Paper
Quantile universal threshold Electronic Journal of Statistics	2017-12-08	Paper
Quantile universal threshold Electronic Journal of Statistics	2017-01-01	Paper
Adaptive shrinkage of singular values Statistics and Computing	2016-06-10	Paper
Isotone additive latent variable models Statistics and Computing	2015-10-16	Paper
Extreme-quantile tracking for financial time series Journal of Econometrics	2014-06-04	Paper
Smooth blockwise iterative thresholding: a smooth fixed point estimator based on the likelihood's block gradient Journal of the American Statistical Association	2013-04-22	Paper
Density estimation by total variation penalized likelihood driven by the sparsity \(l_1\) information criterion Scandinavian Journal of Statistics	2011-02-22	Paper
Adaptive posterior mode estimation of a sparse sequence for model selection Scandinavian Journal of Statistics	2011-02-22	Paper
A comparison between \(L_1\) Markov random field-based and wavelet-based estimators	2007-10-11	Paper
On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions Journal of the American Statistical Association	2006-06-26	Paper
Wavestrapping time series: Adaptive wavelet-based bootstrapping	2002-09-19	Paper
Triogram Models	1998-10-25	Paper

Research outcomes over time

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