Pages that link to "Item:Q1002157"
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The following pages link to Lasso-type recovery of sparse representations for high-dimensional data (Q1002157):
Displaying 41 items.
- Cross-Validation With Confidence (Q5146047) (← links)
- Approximate Spectral Gaps for Markov Chain Mixing Times in High Dimensions (Q5154639) (← links)
- Information-Based Optimal Subdata Selection for Big Data Linear Regression (Q5229921) (← links)
- Convex biclustering (Q5347398) (← links)
- (Q5381124) (← links)
- The Lasso for High Dimensional Regression with a Possible Change Point (Q5743231) (← links)
- Multiscale Change Point Inference (Q5743255) (← links)
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (Q5743269) (← links)
- Variance estimation based on blocked 3×2 cross-validation in high-dimensional linear regression (Q5861470) (← links)
- Penalized and ridge-type shrinkage estimators in Poisson regression model (Q5867447) (← links)
- Consistent parameter estimation for Lasso and approximate message passing (Q5916043) (← links)
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers (Q5965308) (← links)
- A general theory of concave regularization for high-dimensional sparse estimation problems (Q5965310) (← links)
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327) (← links)
- Discussion of: ``Grouping strategies and thresholding for high dimension linear models'' (Q5965590) (← links)
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q5966368) (← links)
- Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection (Q6066203) (← links)
- A new approach for ultrahigh-dimensional covariance matrix estimation (Q6067019) (← links)
- A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates (Q6067162) (← links)
- Controlling False Discovery Rate Using Gaussian Mirrors (Q6107203) (← links)
- Correlation Tensor Decomposition and Its Application in Spatial Imaging Data (Q6107220) (← links)
- Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares (Q6110712) (← links)
- Optimal learning (Q6151544) (← links)
- A reduced half thresholding algorithm (Q6164988) (← links)
- Rotation to sparse loadings using \(L^p\) losses and related inference problems (Q6175690) (← links)
- DIF statistical inference without knowing anchoring items (Q6198856) (← links)
- High-dimensional functional graphical model structure learning via neighborhood selection approach (Q6200903) (← links)
- Enmsp: an elastic-net multi-step screening procedure for high-dimensional regression (Q6494423) (← links)
- MuSP: a multistep screening procedure for sparse recovery (Q6541761) (← links)
- Sparse covariance matrix estimation for ultrahigh dimensional data (Q6543937) (← links)
- A new approach for ultrahigh dimensional precision matrix estimation (Q6556783) (← links)
- Generalized nonconvex hyperspectral anomaly detection via background representation learning with dictionary constraint (Q6556793) (← links)
- Adaptive Algorithm for Multi-Armed Bandit Problem with High-Dimensional Covariates (Q6567892) (← links)
- Joint sparse optimization: lower-order regularization method and application in cell fate conversion (Q6581202) (← links)
- A three-stage approach to identify biomarker signatures for cancer genetic data with survival endpoints (Q6596729) (← links)
- An overview of reciprocal \(L_1\)-regularization for high dimensional regression data (Q6602178) (← links)
- A Synthetic Regression Model for Large Portfolio Allocation (Q6620982) (← links)
- Constrained mix sparse optimization via hard thresholding pursuit (Q6635782) (← links)
- A high-dimensional single-index regression for interactions between treatment and covariates (Q6640075) (← links)
- A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions (Q6671911) (← links)
