Pages that link to "Item:Q2429923"
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The following pages link to Support union recovery in high-dimensional multivariate regression (Q2429923):
Displaying 50 items.
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- A partially linear framework for massive heterogeneous data (Q309709) (← links)
- The geometry of least squares in the 21st century (Q373539) (← links)
- ``Grouping strategies and thresholding for high dimensional linear models'': discussion (Q394554) (← links)
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- Sparse regression and support recovery with \(\mathbb{L}_2\)-boosting algorithms (Q466526) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping (Q714367) (← links)
- Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
- Accuracy guaranties for \(\ell_{1}\) recovery of block-sparse signals (Q741817) (← links)
- Variable selection in high-dimensional sparse multiresponse linear regression models (Q779699) (← links)
- Variable selection in multivariate linear models for functional data via sparse regularization (Q830251) (← links)
- Generalized co-sparse factor regression (Q830453) (← links)
- Optimal variable selection in multi-group sparse discriminant analysis (Q887251) (← links)
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression (Q973867) (← links)
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer (Q977622) (← links)
- The benefit of group sparsity (Q987996) (← links)
- Variable and boundary selection for functional data via multiclass logistic regression modeling (Q1623638) (← links)
- Structured variable selection via prior-induced hierarchical penalty functions (Q1659467) (← links)
- On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters (Q1679561) (← links)
- Sparse-group independent component analysis with application to yield curves prediction (Q1727895) (← links)
- Learning sparse FRAME models for natural image patterns (Q1799970) (← links)
- Inference under Fine-Gray competing risks model with high-dimensional covariates (Q2008618) (← links)
- Double fused Lasso penalized LAD for matrix regression (Q2009580) (← links)
- High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms (Q2020600) (← links)
- High-dimensional index volatility models via Stein's identity (Q2040038) (← links)
- Double fused Lasso regularized regression with both matrix and vector valued predictors (Q2044365) (← links)
- \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models (Q2048127) (← links)
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures (Q2101407) (← links)
- Nonparametric and high-dimensional functional graphical models (Q2106795) (← links)
- Variable selection and collinearity processing for multivariate data via row-elastic-net regularization (Q2125732) (← links)
- Adaptive estimation in multivariate response regression with hidden variables (Q2131249) (← links)
- Sparse high-dimensional linear regression. Estimating squared error and a phase transition (Q2131259) (← links)
- Large-scale multivariate sparse regression with applications to UK Biobank (Q2170442) (← links)
- Communication-efficient distributed multi-task learning with matrix sparsity regularization (Q2183594) (← links)
- Capturing between-tasks covariance and similarities using multivariate linear mixed models (Q2209832) (← links)
- Consistent group selection with Bayesian high dimensional modeling (Q2226716) (← links)
- A sequential approach to feature selection in high-dimensional additive models (Q2242862) (← links)
- Prediction and estimation consistency of sparse multi-class penalized optimal scoring (Q2278663) (← links)
- Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models (Q2284369) (← links)
- Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach (Q2286374) (← links)
- A consistent variable selection method in high-dimensional canonical discriminant analysis (Q2293390) (← links)
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models (Q2304238) (← links)
- On model selection consistency of regularized M-estimators (Q2340872) (← links)
- Structured regularization for conditional Gaussian graphical models (Q2361457) (← links)
- Sparse conditional copula models for structured output regression (Q2417829) (← links)
- Prototype selection for parameter estimation in complex models (Q2428759) (← links)
- Structure estimation for discrete graphical models: generalized covariance matrices and their inverses (Q2443211) (← links)
