Pages that link to "Item:Q605023"

The following pages link to The Dantzig selector and sparsity oracle inequalities (Q605023):

Displaying 43 items.

• Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
• Regularity properties for sparse regression (Q279682) (← links)
• Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable (Q285835) (← links)
• The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
• Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
• Statistical significance in high-dimensional linear models (Q373525) (← links)
• High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
• Mirror averaging with sparsity priors (Q442083) (← links)
• Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
• General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
• Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
• A new perspective on least squares under convex constraint (Q482891) (← links)
• \(L_1\)-penalization in functional linear regression with subgaussian design (Q487731) (← links)
• Normalized and standard Dantzig estimators: two approaches (Q491397) (← links)
• Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
• Sparse recovery under matrix uncertainty (Q605921) (← links)
• \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
• Sparsity in multiple kernel learning (Q620564) (← links)
• Generalization of constraints for high dimensional regression problems (Q645414) (← links)
• Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion (Q661157) (← links)
• Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)
• Some sharp performance bounds for least squares regression with \(L_1\) regularization (Q834334) (← links)
• Sparse recovery in convex hulls via entropy penalization (Q1018643) (← links)
• Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression (Q1677029) (← links)
• High-dimensional additive hazards models and the lasso (Q1950827) (← links)
• The Lasso problem and uniqueness (Q1951165) (← links)
• On the conditions used to prove oracle results for the Lasso (Q1952029) (← links)
• PAC-Bayesian bounds for sparse regression estimation with exponential weights (Q1952177) (← links)
• The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
• High-dimensional variable screening and bias in subsequent inference, with an empirical comparison (Q2259726) (← links)
• Weaker regularity conditions and sparse recovery in high-dimensional regression (Q2336858) (← links)
• Simultaneous analysis of Lasso and Dantzig selector (Q2388978) (← links)
• Recovery error analysis of noisy measurement in compressed sensing (Q2398228) (← links)
• Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators (Q2426826) (← links)
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203) (← links)
• Estimation and variable selection in partial linear single index models with error-prone linear covariates (Q2934843) (← links)
• Goodness-of-Fit Tests for High Dimensional Linear Models (Q4603816) (← links)
• The Partial Linear Model in High Dimensions (Q5251496) (← links)
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (Q5743269) (← links)
• Comments on: \(\ell _{1}\)-penalization for mixture regression models (Q5966115) (← links)
• Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)
• Analysis of sparse recovery for Legendre expansions using envelope bound (Q6090395) (← links)
• Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression (Q6144429) (← links)