Pages that link to "Item:Q3107973"

The following pages link to Square-root lasso: pivotal recovery of sparse signals via conic programming (Q3107973):

Displaying 50 items.

• Group Inference in High Dimensions with Applications to Hierarchical Testing (Q66200) (← links)
• Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
• On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
• Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements (Q115461) (← links)
• Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
• A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
• Tuning-Free Heterogeneity Pursuit in Massive Networks (Q148592) (← links)
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
• Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
• Gaussian graphical model estimation with false discovery rate control (Q152850) (← links)
• Worst possible sub-directions in high-dimensional models (Q268764) (← links)
• Regularization for high-dimensional covariance matrix (Q287603) (← links)
• On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
• Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
• The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
• Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
• Sharp MSE bounds for proximal denoising (Q330102) (← links)
• The \(L_1\) penalized LAD estimator for high dimensional linear regression (Q391806) (← links)
• Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
• High-dimensional inference in misspecified linear models (Q491406) (← links)
• Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
• Adaptive smoothing algorithms for nonsmooth composite convex minimization (Q523569) (← links)
• Generalization of constraints for high dimensional regression problems (Q645414) (← links)
• A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
• Sparse identification of posynomial models (Q894327) (← links)
• Stein's method for nonlinear statistics: a brief survey and recent progress (Q900755) (← links)
• Significance testing in non-sparse high-dimensional linear models (Q1616315) (← links)
• A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
• Self-normalization: taming a wild population in a heavy-tailed world (Q1650693) (← links)
• Linear regression with sparsely permuted data (Q1711600) (← links)
• A two-stage regularization method for variable selection and forecasting in high-order interaction model (Q1723055) (← links)
• Proximal alternating penalty algorithms for nonsmooth constrained convex optimization (Q1734766) (← links)
• Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
• Improved bounds for square-root Lasso and square-root slope (Q1746538) (← links)
• Adaptive estimation of high-dimensional signal-to-noise ratios (Q1750099) (← links)
• Selective inference with a randomized response (Q1750283) (← links)
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
• Sign-constrained least squares estimation for high-dimensional regression (Q1954143) (← links)
• Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
• Greedy variance estimation for the LASSO (Q2019914) (← links)
• Simultaneous feature selection and clustering based on square root optimization (Q2028812) (← links)
• Optimal sparsity testing in linear regression model (Q2040034) (← links)
• Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
• Prediction bounds for higher order total variation regularized least squares (Q2054527) (← links)
• An inexact proximal augmented Lagrangian framework with arbitrary linearly convergent inner solver for composite convex optimization (Q2062324) (← links)
• Scale calibration for high-dimensional robust regression (Q2074316) (← links)
• Group penalized quantile regression (Q2082458) (← links)
• A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks (Q2103975) (← links)
• The sparsity of LASSO-type minimizers (Q2105124) (← links)
• Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)