Pages that link to "Item:Q5434073"
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The following pages link to Sparse Density Estimation with ℓ1 Penalties (Q5434073):
Displaying 17 items.
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- Optimal model selection in density estimation (Q441257) (← links)
- Adaptive Dantzig density estimation (Q629798) (← links)
- Some theoretical results on the grouped variables Lasso (Q734551) (← links)
- SPADES and mixture models (Q988014) (← links)
- Sparse recovery in convex hulls via entropy penalization (Q1018643) (← links)
- A general procedure to combine estimators (Q1660150) (← links)
- Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances (Q1951793) (← links)
- On the conditions used to prove oracle results for the Lasso (Q1952029) (← links)
- Sparsity considerations for dependent variables (Q1952207) (← links)
- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence (Q2073208) (← links)
- Adaptive log-density estimation (Q2131904) (← links)
- Aggregation of estimators and stochastic optimization (Q2197367) (← links)
- Lasso and probabilistic inequalities for multivariate point processes (Q2345116) (← links)
- Simultaneous analysis of Lasso and Dantzig selector (Q2388978) (← links)
- Quasi-likelihood and/or robust estimation in high dimensions (Q5965304) (← links)
- Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)
