Pages that link to "Item:Q276944"
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The following pages link to Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015 (Q276944):
Displaying 43 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Regression in Tensor Product Spaces by the Method of Sieves (Q104871) (← links)
- On cross-validated Lasso in high dimensions (Q820794) (← links)
- Tuning-free ridge estimators for high-dimensional generalized linear models (Q830109) (← links)
- Hypothesis testing for high-dimensional multinomials: a selective review (Q1624805) (← links)
- On the total variation regularized estimator over a class of tree graphs (Q1711590) (← links)
- Semiparametric efficiency bounds for high-dimensional models (Q1800804) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- Sparse space-time models: concentration inequalities and Lasso (Q2028941) (← links)
- The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
- Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
- Tensor denoising with trend filtering (Q2113264) (← links)
- Covariate-adjusted inference for differential analysis of high-dimensional networks (Q2121714) (← links)
- De-biasing the Lasso with degrees-of-freedom adjustment (Q2136990) (← links)
- Penalized least square in sparse setting with convex penalty and non Gaussian errors (Q2154605) (← links)
- Estimating piecewise monotone signals (Q2180071) (← links)
- Hierarchical inference for genome-wide association studies: a view on methodology with software (Q2184390) (← links)
- Rejoinder on: ``Hierarchical inference for genome-wide association studies: a view on methodology with software'' (Q2184393) (← links)
- Statistical analysis of sparse approximate factor models (Q2199708) (← links)
- ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels (Q2209821) (← links)
- Ill-posed estimation in high-dimensional models with instrumental variables (Q2227078) (← links)
- Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate (Q2293382) (← links)
- Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions (Q2313281) (← links)
- On the asymptotic variance of the debiased Lasso (Q2326043) (← links)
- Correcting for unknown errors in sparse high-dimensional function approximation (Q2424851) (← links)
- Double-estimation-friendly inference for high-dimensional misspecified models (Q2684689) (← links)
- On tight bounds for the Lasso (Q4558195) (← links)
- Adapting to unknown noise level in sparse deconvolution (Q4603711) (← links)
- Sharp Oracle Inequalities for Square Root Regularization (Q4636972) (← links)
- Large numbers of explanatory variables: a probabilistic assessment (Q4646911) (← links)
- (Q4986379) (← links)
- Color Image Inpainting via Robust Pure Quaternion Matrix Completion: Error Bound and Weighted Loss (Q5043739) (← links)
- (Q5053311) (← links)
- Logistic regression with total variation regularization (Q5146339) (← links)
- (Q5149025) (← links)
- (Q5149040) (← links)
- (Q5149046) (← links)
- (Q5149262) (← links)
- (Q5214241) (← links)
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769) (← links)
- Generalized linear models with structured sparsity estimators (Q6054394) (← links)
- Statistical guarantees for regularized neural networks (Q6079063) (← links)
- Optimal learning (Q6151544) (← links)
