Pages that link to "Item:Q1952029"
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The following pages link to On the conditions used to prove oracle results for the Lasso (Q1952029):
Displayed 50 items.
- A Cluster Elastic Net for Multivariate Regression (Q63195) (← links)
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error (Q73072) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation (Q139626) (← links)
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates (Q276984) (← links)
- Regularity properties for sparse regression (Q279682) (← links)
- An analysis of penalized interaction models (Q282572) (← links)
- Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable (Q285835) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- The \(l_q\) consistency of the Dantzig selector for Cox's proportional hazards model (Q337696) (← links)
- Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Impacts of high dimensionality in finite samples (Q385798) (← links)
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← 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)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- On higher order isotropy conditions and lower bounds for sparse quadratic forms (Q489163) (← links)
- Normalized and standard Dantzig estimators: two approaches (Q491397) (← links)
- Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Decomposable norm minimization with proximal-gradient homotopy algorithm (Q513723) (← links)
- Additive model selection (Q513754) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Rejoinder to the comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619145) (← 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)
- Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793) (← links)
- Accuracy guaranties for \(\ell_{1}\) recovery of block-sparse signals (Q741817) (← links)
- Fitting sparse linear models under the sufficient and necessary condition for model identification (Q826666) (← links)
- High dimensional regression for regenerative time-series: an application to road traffic modeling (Q830094) (← links)
- Bayesian linear regression with sparse priors (Q888501) (← links)
- Efficient nonconvex sparse group feature selection via continuous and discrete optimization (Q892230) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Finite mixture regression: a sparse variable selection by model selection for clustering (Q902208) (← links)
- On the prediction loss of the Lasso in the partially labeled setting (Q1616320) (← links)
- A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
- On the post selection inference constant under restricted isometry properties (Q1627565) (← links)
- Best subset binary prediction (Q1668571) (← links)
- Generalized Kalman smoothing: modeling and algorithms (Q1678609) (← links)
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)