Pages that link to "Item:Q902886"
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The following pages link to SLOPE-adaptive variable selection via convex optimization (Q902886):
Displaying 50 items.
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation (Q139626) (← links)
- Familywise error rate control via knockoffs (Q276230) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- SLOPE-adaptive variable selection via convex optimization (Q902886) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- Improved bounds for square-root Lasso and square-root slope (Q1746538) (← links)
- Online rules for control of false discovery rate and false discovery exceedance (Q1750278) (← links)
- Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
- A flexible shrinkage operator for fussy grouped variable selection (Q1785810) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- Variable selection with Hamming loss (Q1800786) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- Slope meets Lasso: improved oracle bounds and optimality (Q1990596) (← links)
- Overcoming the limitations of phase transition by higher order analysis of regularization techniques (Q1991696) (← links)
- Facilitating OWL norm minimizations (Q1996757) (← links)
- Learning from MOM's principles: Le Cam's approach (Q2010482) (← links)
- Model selection with mixed variables on the Lasso path (Q2040668) (← links)
- Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
- Variable selection consistency of Gaussian process regression (Q2054515) (← links)
- Detecting multiple replicating signals using adaptive filtering procedures (Q2091820) (← links)
- Fundamental barriers to high-dimensional regression with convex penalties (Q2119224) (← links)
- Canonical thresholding for nonsparse high-dimensional linear regression (Q2119237) (← links)
- Efficient projection algorithms onto the weighted \(\ell_1\) ball (Q2124458) (← links)
- Iterative algorithm for discrete structure recovery (Q2131266) (← links)
- Empirical Bayes cumulative \(\ell\)-value multiple testing procedure for sparse sequences (Q2137788) (← links)
- Proximal operator for the sorted \(\ell_1\) norm: application to testing procedures based on SLOPE (Q2156800) (← links)
- Feasibility and a fast algorithm for Euclidean distance matrix optimization with ordinal constraints (Q2181603) (← links)
- Robust machine learning by median-of-means: theory and practice (Q2196199) (← links)
- On the asymptotic properties of SLOPE (Q2206758) (← links)
- On spike and slab empirical Bayes multiple testing (Q2215749) (← links)
- Variable selection via adaptive false negative control in linear regression (Q2283578) (← links)
- Sorted concave penalized regression (Q2284364) (← links)
- Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate (Q2293382) (← links)
- On the sparsity of Mallows model averaging estimator (Q2295365) (← links)
- Sharp oracle inequalities for low-complexity priors (Q2304249) (← links)
- Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions (Q2313281) (← links)
- A consistent and numerically efficient variable selection method for sparse Poisson regression with applications to learning and signal recovery (Q2329779) (← links)
- Predictor ranking and false discovery proportion control in high-dimensional regression (Q2418511) (← links)
- Estimating minimum effect with outlier selection (Q2656596) (← links)
- Adaptive Huber Regression (Q3304852) (← links)
- Statistical proof? The problem of irreproducibility (Q4598014) (← links)
- Sharp Oracle Inequalities for Square Root Regularization (Q4636972) (← links)
- Regularization and the small-ball method II: complexity dependent error rates (Q4637079) (← links)
- Adapting Regularized Low-Rank Models for Parallel Architectures (Q4646456) (← links)
- Randomized Gradient Boosting Machine (Q4971024) (← links)
- Iterative gradient descent for outlier detection (Q5010123) (← links)
- Variable Selection With Second-Generation <i>P</i>-Values (Q5050808) (← links)
- Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles (Q5066436) (← links)
- Sparse index clones via the sorted ℓ<sub>1</sub>-Norm (Q5068095) (← links)
- Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models (Q5079021) (← links)
