Pages that link to "Item:Q651028"
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The following pages link to Oracle inequalities and optimal inference under group sparsity (Q651028):
Displayed 50 items.
- Log-Contrast Regression with Functional Compositional Predictors: Linking Preterm Infant's Gut Microbiome Trajectories to Neurobehavioral Outcome (Q138028) (← links)
- A Note on Coding and Standardization of Categorical Variables in (Sparse) Group Lasso Regression (Q146016) (← links)
- Tuning-Free Heterogeneity Pursuit in Massive Networks (Q148592) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- Solution of linear ill-posed problems using overcomplete dictionaries (Q309741) (← links)
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
- Grouping strategies and thresholding for high dimensional linear models (Q394551) (← links)
- ``Grouping strategies and thresholding for high dimensional linear models'': discussion (Q394554) (← links)
- ``Grouping strategies and thresholding for high dimensional linear models'': rejoinder (Q394558) (← links)
- Sparse regression and support recovery with \(\mathbb{L}_2\)-boosting algorithms (Q466526) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Decomposable norm minimization with proximal-gradient homotopy algorithm (Q513723) (← links)
- Estimation of high-dimensional low-rank matrices (Q548539) (← links)
- Gelfand numbers related to structured sparsity and Besov space embeddings with small mixed smoothness (Q722765) (← links)
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices (Q741790) (← links)
- Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
- Accuracy guaranties for \(\ell_{1}\) recovery of block-sparse signals (Q741817) (← links)
- Trace regression model with simultaneously low rank and row(column) sparse parameter (Q1658399) (← links)
- Structured variable selection via prior-induced hierarchical penalty functions (Q1659467) (← links)
- A group adaptive elastic-net approach for variable selection in high-dimensional linear regression (Q1705570) (← links)
- Regularizers for structured sparsity (Q1949299) (← links)
- Model selection in regression under structural constraints (Q1951123) (← links)
- Least squares after model selection in high-dimensional sparse models (Q1952433) (← links)
- Slope meets Lasso: improved oracle bounds and optimality (Q1990596) (← links)
- Greedy variance estimation for the LASSO (Q2019914) (← links)
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
- Simultaneous feature selection and clustering based on square root optimization (Q2028812) (← links)
- The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
- Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models (Q2069598) (← links)
- Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning (Q2073715) (← links)
- Quantile regression feature selection and estimation with grouped variables using Huber approximation (Q2080351) (← links)
- On the robustness of minimum norm interpolators and regularized empirical risk minimizers (Q2091842) (← links)
- A no-free-lunch theorem for multitask learning (Q2112800) (← links)
- Posterior contraction in group sparse logit models for categorical responses (Q2123271) (← links)
- Adaptive estimation in multivariate response regression with hidden variables (Q2131249) (← links)
- Penalized least square in sparse setting with convex penalty and non Gaussian errors (Q2154605) (← links)
- Improved linear regression prediction by transfer learning (Q2157516) (← links)
- Robust grouped variable selection using distributionally robust optimization (Q2159460) (← links)
- Bayesian linear regression for multivariate responses under group sparsity (Q2175004) (← links)
- Statistical and computational limits for sparse matrix detection (Q2196237) (← links)
- A general framework for Bayes structured linear models (Q2215762) (← links)
- Consistent group selection with Bayesian high dimensional modeling (Q2226716) (← links)
- Discrete optimization methods for group model selection in compressed sensing (Q2235146) (← links)
- Robust regression with compositional covariates (Q2242144) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- Prediction and estimation consistency of sparse multi-class penalized optimal scoring (Q2278663) (← links)
- Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models (Q2284369) (← links)
- Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach (Q2286374) (← links)
- Robust regression via mutivariate regression depth (Q2295029) (← links)
- AIC for the group Lasso in generalized linear models (Q2303501) (← links)