Pages that link to "Item:Q693741"
From MaRDI portal
The following pages link to High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741):
Displayed 50 items.
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error (Q73072) (← links)
- Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data (Q107040) (← links)
- Kernel Knockoffs Selection for Nonparametric Additive Models (Q115586) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Estimation of high-dimensional graphical models using regularized score matching (Q138467) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models (Q309537) (← links)
- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs (Q355087) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← links)
- On higher order isotropy conditions and lower bounds for sparse quadratic forms (Q489163) (← links)
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (Q670138) (← links)
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741) (← links)
- Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (Q739584) (← links)
- Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793) (← links)
- Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
- The landscape of empirical risk for nonconvex losses (Q1991675) (← links)
- Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates (Q2008214) (← links)
- Lasso estimation for spherical autoregressive processes (Q2029797) (← links)
- Inference in high dimensional linear measurement error models (Q2034474) (← links)
- Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees (Q2039795) (← links)
- The generalized equivalence of regularization and min-max robustification in linear mixed models (Q2062416) (← links)
- Estimating high-dimensional covariance and precision matrices under general missing dependence (Q2074279) (← links)
- Scale calibration for high-dimensional robust regression (Q2074316) (← links)
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
- On two recent nonconvex penalties for regularization in machine learning (Q2143527) (← links)
- High-dimensional regression with potential prior information on variable importance (Q2152561) (← links)
- Scalable interpretable learning for multi-response error-in-variables regression (Q2196126) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Lower bounds for finding stationary points I (Q2205972) (← links)
- Robust subspace clustering (Q2249846) (← links)
- Sparse principal component analysis with missing observations (Q2318671) (← links)
- Confidence sets in sparse regression (Q2443205) (← links)
- Structure estimation for discrete graphical models: generalized covariance matrices and their inverses (Q2443211) (← links)
- On the uniform convergence of empirical norms and inner products, with application to causal inference (Q2452107) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression (Q2687439) (← links)
- Oracle Inequalities for Local and Global Empirical Risk Minimizers (Q3296182) (← links)
- Norm statement considered harmful: comment on ‘evolution of unconditional dispersal in periodic environments’ (Q3304631) (← links)
- A Tight Bound of Hard Thresholding (Q4558539) (← links)
- (Q4637041) (← links)
- Minimax Optimal Procedures for Locally Private Estimation (Q4690944) (← links)
- (Q4969185) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression (Q5004050) (← links)
- Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health (Q5037830) (← links)
