Pages that link to "Item:Q1990596"

The following pages link to Slope meets Lasso: improved oracle bounds and optimality (Q1990596):

Displaying 45 items.

• Adaptive robust estimation in sparse vector model (Q820801) (← links)
• On the prediction loss of the Lasso in the partially labeled setting (Q1616320) (← links)
• Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
• Improved bounds for square-root Lasso and square-root slope (Q1746538) (← links)
• Sharp oracle inequalities for least squares estimators in shape restricted regression (Q1750286) (← links)
• Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (Q1755107) (← links)
• Facilitating OWL norm minimizations (Q1996757) (← links)
• A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning (Q2044333) (← links)
• Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
• Second-order Stein: SURE for SURE and other applications in high-dimensional inference (Q2054467) (← links)
• Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses (Q2091840) (← links)
• Fundamental barriers to high-dimensional regression with convex penalties (Q2119224) (← links)
• Canonical thresholding for nonsparse high-dimensional linear regression (Q2119237) (← links)
• Iterative algorithm for discrete structure recovery (Q2131266) (← links)
• Penalized least square in sparse setting with convex penalty and non Gaussian errors (Q2154605) (← links)
• On Kendall's regression (Q2181725) (← links)
• Robust machine learning by median-of-means: theory and practice (Q2196199) (← links)
• On the asymptotic properties of SLOPE (Q2206758) (← links)
• ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels (Q2209821) (← links)
• Sorted concave penalized regression (Q2284364) (← links)
• Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate (Q2293382) (← links)
• On the sparsity of Mallows model averaging estimator (Q2295365) (← links)
• Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions (Q2313281) (← links)
• Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation (Q2325349) (← links)
• Regularization, sparse recovery, and median-of-means tournaments (Q2419670) (← links)
• Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance (Q2676940) (← links)
• Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
• Adaptive Huber Regression (Q3304852) (← links)
• Sparse index clones via the sorted ℓ₁-Norm (Q5068095) (← links)
• Adaptive Bayesian SLOPE: Model Selection With Incomplete Data (Q5083360) (← links)
• (Q5149020) (← links)
• (Q5149046) (← links)
• (Q5149262) (← links)
• A Unifying Tutorial on Approximate Message Passing (Q5863992) (← links)
• An efficient semismooth Newton method for adaptive sparse signal recovery problems (Q5882234) (← links)
• Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)
• Characterizing the SLOPE trade-off: a variational perspective and the Donoho-Tanner limit (Q6046301) (← links)
• Sparse optimization via vector \(k\)-norm and DC programming with an application to feature selection for support vector machines (Q6051312) (← links)
• Debiased lasso for generalized linear models with a diverging number of covariates (Q6079870) (← links)
• Debiasing convex regularized estimators and interval estimation in linear models (Q6117025) (← links)
• Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression (Q6144429) (← links)
• Retire: robust expectile regression in high dimensions (Q6150528) (← links)
• On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes (Q6178552) (← links)
• The Lasso with general Gaussian designs with applications to hypothesis testing (Q6183778) (← links)
• An alternative to synthetic control for models with many covariates under sparsity (Q6200194) (← links)