Pages that link to "Item:Q5271991"

The following pages link to The LASSO Risk for Gaussian Matrices (Q5271991):

Displaying 50 items.

• SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
• Sharp MSE bounds for proximal denoising (Q330102) (← links)
• High dimensional robust M-estimation: asymptotic variance via approximate message passing (Q343797) (← links)
• Nearly optimal minimax estimator for high-dimensional sparse linear regression (Q385791) (← links)
• On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518) (← links)
• High-dimensional asymptotics of prediction: ridge regression and classification (Q1747738) (← links)
• Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
• Overcoming the limitations of phase transition by higher order analysis of regularization techniques (Q1991696) (← links)
• The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning (Q2054498) (← links)
• Semi-supervised multiple testing (Q2084464) (← links)
• Optimal combination of linear and spectral estimators for generalized linear models (Q2088138) (← links)
• Precise statistical analysis of classification accuracies for adversarial training (Q2091832) (← links)
• On the power of conditional independence testing under model-X (Q2106800) (← links)
• LASSO risk and phase transition under dependence (Q2106809) (← links)
• Fundamental barriers to high-dimensional regression with convex penalties (Q2119224) (← links)
• Approximate message passing algorithms for rotationally invariant matrices (Q2119225) (← links)
• The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance (Q2137045) (← links)
• Detangling robustness in high dimensions: composite versus model-averaged estimation (Q2192312) (← links)
• Which bridge estimator is the best for variable selection? (Q2215760) (← links)
• Asymptotic risk and phase transition of \(l_1\)-penalized robust estimator (Q2215774) (← links)
• Robust subspace clustering (Q2249846) (← links)
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
• Critical behavior and universality classes for an algorithmic phase transition in sparse reconstruction (Q2316055) (← links)
• Universality in polytope phase transitions and message passing algorithms (Q2341631) (← links)
• Accuracy assessment for high-dimensional linear regression (Q2413610) (← links)
• Fundamental limits of weak recovery with applications to phase retrieval (Q2420637) (← links)
• Recovering Structured Signals in Noise: Least-Squares Meets Compressed Sensing (Q3460831) (← links)
• Fast and Reliable Parameter Estimation from Nonlinear Observations (Q4588858) (← links)
• (Q4633014) (← links)
• Approximate message passing for nonconvex sparse regularization with stability and asymptotic analysis (Q4964520) (← links)
• Approximate message passing with spectral initialization for generalized linear models* (Q5055411) (← links)
• Ising model selection using ℓ ₁-regularized linear regression: a statistical mechanics analysis* (Q5055417) (← links)
• Compressive Computed Tomography Reconstruction through Denoising Approximate Message Passing (Q5143318) (← links)
• (Q5149040) (← links)
• The phase transition of matrix recovery from Gaussian measurements matches the minimax MSE of matrix denoising (Q5170964) (← links)
• Large scale analysis of generalization error in learning using margin based classification methods (Q5857429) (← links)
• Large dimensional analysis of general margin based classification methods (Q5860319) (← links)
• A Unifying Tutorial on Approximate Message Passing (Q5863992) (← links)
• Consistent parameter estimation for Lasso and approximate message passing (Q5916043) (← links)
• Sharp global convergence guarantees for iterative nonconvex optimization with random data (Q6046308) (← links)
• Automatic bias correction for testing in high‐dimensional linear models (Q6068053) (← links)
• (Q6073213) (← links)
• Debiasing convex regularized estimators and interval estimation in linear models (Q6117025) (← links)
• A power analysis for Model-X knockoffs with \(\ell_p\)-regularized statistics (Q6136579) (← links)
• LASSO Reloaded: A Variational Analysis Perspective with Applications to Compressed Sensing (Q6148354) (← links)
• Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions (Q6183752) (← links)
• Universality of regularized regression estimators in high dimensions (Q6183759) (← links)
• The Lasso with general Gaussian designs with applications to hypothesis testing (Q6183778) (← links)
• A tradeoff between false discovery and true positive proportions for sparse high-dimensional logistic regression (Q6200883) (← links)
• Noise covariance estimation in multi-task high-dimensional linear models (Q6565298) (← links)