Pages that link to "Item:Q741803"
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The following pages link to Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803):
Displaying 24 items.
- Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
- Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property (Q900793) (← links)
- Estimating linear functionals of a sparse family of Poisson means (Q1656848) (← links)
- Variable selection with Hamming loss (Q1800786) (← links)
- Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression (Q1951106) (← links)
- Learning general sparse additive models from point queries in high dimensions (Q2007617) (← links)
- Variable selection consistency of Gaussian process regression (Q2054515) (← links)
- Optimal detection of the feature matching map in presence of noise and outliers (Q2106814) (← links)
- All-in-one robust estimator of the Gaussian mean (Q2131271) (← links)
- GRID: a variable selection and structure discovery method for high dimensional nonparametric regression (Q2196249) (← links)
- Fundamental limits of exact support recovery in high dimensions (Q2203616) (← links)
- Adaptive variable selection in nonparametric sparse regression (Q2253981) (← links)
- Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean (Q2323942) (← links)
- Minimax-optimal nonparametric regression in high dimensions (Q2343958) (← links)
- Statistical inference in compound functional models (Q2447291) (← links)
- Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix (Q2786472) (← links)
- Nonparametric Statistics and High/Infinite Dimensional Data (Q2787390) (← links)
- Sparse nonparametric model for regression with functional covariate (Q2832031) (← links)
- Selection Consistency of Generalized Information Criterion for Sparse Logistic Model (Q2833365) (← links)
- High-dimensional estimation with geometric constraints: Table 1. (Q4603716) (← links)
- A nonparametric procedure for linear and nonlinear variable screening (Q5051330) (← links)
- Nonlinear Variable Selection via Deep Neural Networks (Q5066407) (← links)
- Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model (Q5146054) (← links)
- Randomized maximum-contrast selection: subagging for large-scale regression (Q5965320) (← links)
