Pages that link to "Item:Q2456016"

The following pages link to Aggregation for Gaussian regression (Q2456016):

Displaying 50 items.

• Laplace deconvolution with noisy observations (Q1951149) (← links)
• Optimal model selection in heteroscedastic regression using piecewise polynomial functions (Q1951154) (← links)
• On the asymptotic properties of the group lasso estimator for linear models (Q1951765) (← links)
• Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization (Q1951794) (← links)
• General oracle inequalities for model selection (Q1951973) (← links)
• On the conditions used to prove oracle results for the Lasso (Q1952029) (← links)
• MAP model selection in Gaussian regression (Q1952087) (← links)
• PAC-Bayesian bounds for sparse regression estimation with exponential weights (Q1952177) (← links)
• The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
• Sparsity considerations for dependent variables (Q1952207) (← links)
• The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
• Least squares after model selection in high-dimensional sparse models (Q1952433) (← links)
• On the optimality of the aggregate with exponential weights for low temperatures (Q1952438) (← links)
• Sign-constrained least squares estimation for high-dimensional regression (Q1954143) (← links)
• Robust subset selection (Q2076115) (← links)
• Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833) (← links)
• Aggregating estimates by convex optimization (Q2102433) (← links)
• Aggregation of estimators and stochastic optimization (Q2197367) (← links)
• Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
• Non-parametric Poisson regression from independent and weakly dependent observations by model selection (Q2317256) (← links)
• Anisotropic functional Laplace deconvolution (Q2317258) (← links)
• Aggregation using input-output trade-off (Q2317264) (← links)
• Structured estimation for the nonparametric Cox model (Q2340869) (← links)
• Lasso and probabilistic inequalities for multivariate point processes (Q2345116) (← links)
• Adaptive estimation over anisotropic functional classes via oracle approach (Q2352739) (← links)
• Sparse high-dimensional varying coefficient model: nonasymptotic minimax study (Q2352741) (← links)
• Simultaneous analysis of Lasso and Dantzig selector (Q2388978) (← links)
• On minimax convergence rates under \(L^p\)-risk for the anisotropic functional deconvolution model (Q2407534) (← links)
• Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators (Q2426826) (← links)
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925) (← links)
• Empirical risk minimization is optimal for the convex aggregation problem (Q2435238) (← links)
• Multichannel deconvolution with long-range dependence: a minimax study (Q2437859) (← links)
• Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
• Optimal learning with \textit{Q}-aggregation (Q2448729) (← links)
• Simultaneous adaptation to the margin and to complexity in classification (Q2456017) (← links)
• Optimal rates of aggregation in classification under low noise assumption (Q2469663) (← links)
• Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model (Q2954238) (← links)
• Aggregated wavelet estimation and its application to ultra-fast fMRI (Q3068108) (← links)
• Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes (Q3388496) (← links)
• Classification of longitudinal data through a semiparametric mixed‐effects model based on lasso‐type estimators (Q3459929) (← links)
• Nonparametric sequential prediction of time series (Q3569202) (← links)
• Laplace deconvolution with dependent errors: a minimax study (Q4559467) (← links)
• Sharp Oracle Inequalities for Square Root Regularization (Q4636972) (← links)
• Microlocal Analysis of the Geometric Separation Problem (Q4902774) (← links)
• Structured, Sparse Aggregation (Q4916515) (← links)
• (Q5054632) (← links)
• Minimax adaptive wavelet estimator for the anisotropic functional deconvolution model with unknown kernel (Q5078026) (← links)
• Blind deconvolution model in periodic setting with fractional Gaussian noise (Q5078252) (← links)
• Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity (Q5082770) (← links)
• Anisotropic functional deconvolution for the irregular design: A minimax study (Q5092693) (← links)