Pages that link to "Item:Q834335"
From MaRDI portal
The following pages link to Near-ideal model selection by \(\ell _{1}\) minimization (Q834335):
Displayed 35 items.
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
- Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738) (← links)
- Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
- Two are better than one: fundamental parameters of frame coherence (Q427070) (← links)
- Invertibility of random submatrices via tail-decoupling and a matrix Chernoff inequality (Q449436) (← links)
- UPS delivers optimal phase diagram in high-dimensional variable selection (Q450021) (← links)
- Reconstructing DNA copy number by penalized estimation and imputation (Q542936) (← links)
- Compressed sensing with coherent and redundant dictionaries (Q544040) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Adaptive Dantzig density estimation (Q629798) (← links)
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
- A necessary and sufficient condition for exact sparse recovery by \(\ell_1\) minimization (Q664941) (← links)
- Analysis of sparse MIMO radar (Q741258) (← links)
- High-dimensional Gaussian model selection on a Gaussian design (Q985331) (← links)
- Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty (Q1926006) (← links)
- \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities (Q1930861) (← links)
- Compressed sensing and matrix completion with constant proportion of corruptions (Q1939501) (← links)
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804) (← links)
- The Lasso problem and uniqueness (Q1951165) (← links)
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization (Q1951794) (← links)
- On the conditions used to prove oracle results for the Lasso (Q1952029) (← links)
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
- A significance test for the lasso (Q2249837) (← links)
- Discussion: ``A significance test for the lasso'' (Q2249838) (← links)
- Rejoinder: ``A significance test for the lasso'' (Q2249839) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- Estimation and variable selection with exponential weights (Q2447091) (← links)
- Concentration of \(S\)-largest mutilated vectors with \(\ell_p\)-quasinorm for \(0<p\leq 1\) and its applications (Q2449220) (← links)
- Consistency of \(\ell_1\) recovery from noisy deterministic measurements (Q2450946) (← links)
- Deterministic matrices matching the compressed sensing phase transitions of Gaussian random matrices (Q5170951) (← links)
- Discussion: ``A significance test for the lasso'' (Q5970923) (← links)
- Discussion: ``A significance test for the lasso'' (Q5970924) (← links)
- Discussion: ``A significance test for the lasso'' (Q5970925) (← links)
- Discussion: ``A significance test for the lasso'' (Q5970926) (← links)
- Discussion: ``A significance test for the lasso'' (Q5970927) (← links)