Pages that link to "Item:Q5499694"
From MaRDI portal
The following pages link to Improved matrix uncertainty selector (Q5499694):
Displayed 16 items.
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error (Q73072) (← links)
- On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
- An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models (Q309537) (← links)
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates (Q2008214) (← links)
- High-dimensional regression with potential prior information on variable importance (Q2152561) (← links)
- Robust subspace clustering (Q2249846) (← links)
- Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression (Q5004050) (← links)
- Inference for high dimensional linear models with error-in-variables (Q5083970) (← links)
- Model selection in high-dimensional noisy data: a simulation study (Q5107440) (← links)
- On Robustness of Principal Component Regression (Q5881959) (← links)
- Screening Methods for Linear Errors-in-Variables Models in High Dimensions (Q6079786) (← links)
- Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method (Q6089205) (← links)
- Concentration of measure bounds for matrix-variate data with missing values (Q6178556) (← links)
- Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression (Q6183086) (← links)