Pages that link to "Item:Q1002157"
From MaRDI portal
The following pages link to Lasso-type recovery of sparse representations for high-dimensional data (Q1002157):
Displaying 50 items.
- A Cluster Elastic Net for Multivariate Regression (Q63195) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments (Q147162) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- Influence measures and stability for graphical models (Q272066) (← links)
- An analysis of penalized interaction models (Q282572) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- Extensions of stability selection using subsamples of observations and covariates (Q340859) (← links)
- Strong consistency of Lasso estimators (Q354203) (← links)
- Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
- Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- Grouping strategies and thresholding for high dimensional linear models (Q394551) (← links)
- Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
- Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
- Estimation in high-dimensional linear models with deterministic design matrices (Q447831) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- Focused vector information criterion model selection and model averaging regression with missing response (Q464389) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- Estimation of high-dimensional partially-observed discrete Markov random fields (Q470504) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- High-dimensional Bayesian inference in nonparametric additive models (Q485930) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- Estimation of average treatment effects with panel data: asymptotic theory and implementation (Q506048) (← links)
- Regression analysis of locality preserving projections via sparse penalty (Q528758) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Adaptive Dantzig density estimation (Q629798) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- Generalization of constraints for high dimensional regression problems (Q645414) (← links)
- Generalized M-estimators for high-dimensional Tobit I models (Q668611) (← links)
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741) (← links)
- Some sharp performance bounds for least squares regression with \(L_1\) regularization (Q834334) (← links)
- Near-ideal model selection by \(\ell _{1}\) minimization (Q834335) (← links)
- High-dimensional variable selection (Q834336) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q939651) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- Variable selection in nonparametric additive models (Q988006) (← links)
