Pages that link to "Item:Q2173042"
From MaRDI portal
The following pages link to Minimax rate of testing in sparse linear regression (Q2173042):
Displaying 9 items.
- Adaptive robust estimation in sparse vector model (Q820801) (← links)
- Optimal sparsity testing in linear regression model (Q2040034) (← links)
- Two-sample testing of high-dimensional linear regression coefficients via complementary sketching (Q2105203) (← links)
- Optimal detection of the feature matching map in presence of noise and outliers (Q2106814) (← links)
- High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (Q2119233) (← links)
- Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance (Q2676940) (← links)
- Testing Sparsity-Inducing Penalties (Q3391458) (← links)
- Overparameterized maximum likelihood tests for detection of sparse vectors (Q6137612) (← links)
- Sparse signal detection in heteroscedastic Gaussian sequence models: sharp minimax rates (Q6565316) (← links)
