Pages that link to "Item:Q5272318"
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The following pages link to Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls (Q5272318):
Displaying 50 items.
- Regression in Tensor Product Spaces by the Method of Sieves (Q104871) (← links)
- Kernel Knockoffs Selection for Nonparametric Additive Models (Q115586) (← links)
- Sparse Sliced Inverse Regression Via Lasso (Q152378) (← links)
- Orthogonal one step greedy procedure for heteroscedastic linear models (Q254223) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- An analysis of penalized interaction models (Q282572) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Sparse PCA-based on high-dimensional Itô processes with measurement errors (Q321930) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- On constrained and regularized high-dimensional regression (Q380022) (← links)
- Nearly optimal minimax estimator for high-dimensional sparse linear regression (Q385791) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Adaptive and optimal online linear regression on \(\ell^1\)-balls (Q391734) (← links)
- Grouping strategies and thresholding for high dimensional linear models (Q394551) (← links)
- Kullback-Leibler aggregation and misspecified generalized linear models (Q447818) (← links)
- Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions (Q447861) (← links)
- An asymptotically minimax kernel machine (Q464460) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- Decomposable norm minimization with proximal-gradient homotopy algorithm (Q513723) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
- Sparse recovery via differential inclusions (Q739470) (← links)
- Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793) (← links)
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
- Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
- Significance testing in non-sparse high-dimensional linear models (Q1616315) (← links)
- On the prediction loss of the Lasso in the partially labeled setting (Q1616320) (← links)
- Trace regression model with simultaneously low rank and row(column) sparse parameter (Q1658399) (← links)
- Best subset binary prediction (Q1668571) (← links)
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)
- Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood (Q1737972) (← links)
- Minimax optimal estimation in partially linear additive models under high dimension (Q1740526) (← links)
- A strong converse bound for multiple hypothesis testing, with applications to high-dimensional estimation (Q1746556) (← links)
- Pathwise coordinate optimization for sparse learning: algorithm and theory (Q1747736) (← links)
- Model selection in regression under structural constraints (Q1951123) (← links)
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
- Slope meets Lasso: improved oracle bounds and optimality (Q1990596) (← links)
- Overcoming the limitations of phase transition by higher order analysis of regularization techniques (Q1991696) (← links)
- Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates (Q2008214) (← links)
- Greedy variance estimation for the LASSO (Q2019914) (← links)
- Minimax rates in network analysis: graphon estimation, community detection and hypothesis testing (Q2038283) (← links)
- Estimating multi-index models with response-conditional least squares (Q2044313) (← links)
- \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models (Q2048127) (← links)
- The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning (Q2054498) (← links)
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors (Q2057840) (← links)
- Compound Poisson point processes, concentration and oracle inequalities (Q2068112) (← links)
- Optimal linear discriminators for the discrete choice model in growing dimensions (Q2073710) (← links)
- Robust subset selection (Q2076115) (← links)
- Stochastic continuum-armed bandits with additive models: minimax regrets and adaptive algorithm (Q2091834) (← links)
