Pages that link to "Item:Q2426826"
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The following pages link to Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators (Q2426826):
Displaying 50 items.
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Estimation of matrices with row sparsity (Q327303) (← links)
- Extensions of stability selection using subsamples of observations and covariates (Q340859) (← links)
- Strong consistency of Lasso estimators (Q354203) (← 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)
- High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
- Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
- Normalized and standard Dantzig estimators: two approaches (Q491397) (← links)
- Sparse recovery under matrix uncertainty (Q605921) (← links)
- Adaptive Dantzig density estimation (Q629798) (← links)
- Generalization of constraints for high dimensional regression problems (Q645414) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- Bayesian linear regression with sparse priors (Q888501) (← links)
- SPADES and mixture models (Q988014) (← links)
- Nonnegative-Lasso and application in index tracking (Q1615217) (← links)
- A two-stage regularization method for variable selection and forecasting in high-order interaction model (Q1723055) (← links)
- Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
- Variable selection with Hamming loss (Q1800786) (← links)
- \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities (Q1930861) (← links)
- Regularizers for structured sparsity (Q1949299) (← links)
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804) (← links)
- On the asymptotic properties of the group lasso estimator for linear models (Q1951765) (← links)
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization (Q1951794) (← links)
- On the conditions used to prove oracle results for the Lasso (Q1952029) (← links)
- PAC-Bayesian bounds for sparse regression estimation with exponential weights (Q1952177) (← links)
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
- Least squares after model selection in high-dimensional sparse models (Q1952433) (← links)
- Simultaneous feature selection and clustering based on square root optimization (Q2028812) (← links)
- Iterative algorithm for discrete structure recovery (Q2131266) (← links)
- De-biasing the Lasso with degrees-of-freedom adjustment (Q2136990) (← links)
- Sliding window strategy for convolutional spike sorting with Lasso. Algorithm, theoretical guarantees and complexity (Q2145675) (← links)
- Robust machine learning by median-of-means: theory and practice (Q2196199) (← links)
- A general framework for Bayes structured linear models (Q2215762) (← links)
- Robust low-rank multiple kernel learning with compound regularization (Q2239908) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
- Tuning parameter calibration for \(\ell_1\)-regularized logistic regression (Q2317308) (← links)
- Multi-stage convex relaxation for feature selection (Q2435243) (← links)
- Calibrating nonconvex penalized regression in ultra-high dimension (Q2438760) (← links)
- Estimation and variable selection with exponential weights (Q2447091) (← links)
- Randomized pick-freeze for sparse Sobol indices estimation in high dimension (Q2786501) (← links)
- The Dantzig Selector in Cox's Proportional Hazards Model (Q3103139) (← links)
- (Q4558147) (← links)
- Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity (Q5082770) (← links)
- Ranking-Based Variable Selection for high-dimensional data (Q5134486) (← links)
- Oracle Inequalities for Convex Loss Functions with Nonlinear Targets (Q5864505) (← links)
- Quasi-likelihood and/or robust estimation in high dimensions (Q5965304) (← links)
