Pages that link to "Item:Q2896143"
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The following pages link to Restricted eigenvalue properties for correlated Gaussian designs (Q2896143):
Displaying 50 items.
- Group Inference in High Dimensions with Applications to Hierarchical Testing (Q66200) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Sparse Sliced Inverse Regression Via Lasso (Q152378) (← links)
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
- Two-stage convex relaxation approach to least squares loss constrained low-rank plus sparsity optimization problems (Q276859) (← links)
- Regularity properties for sparse regression (Q279682) (← links)
- An analysis of penalized interaction models (Q282572) (← links)
- The lower tail of random quadratic forms with applications to ordinary least squares (Q343803) (← links)
- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs (Q355087) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Sparse recovery under weak moment assumptions (Q520739) (← links)
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741) (← links)
- Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793) (← links)
- Adaptive and reversed penalty for analysis of high-dimensional correlated data (Q823261) (← links)
- Stability of the elastic net estimator (Q895982) (← links)
- On the prediction loss of the Lasso in the partially labeled setting (Q1616320) (← links)
- A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)
- Pathwise coordinate optimization for sparse learning: algorithm and theory (Q1747736) (← links)
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
- On the conditions used to prove oracle results for the Lasso (Q1952029) (← links)
- Restricted strong convexity implies weak submodularity (Q1990594) (← links)
- Inference without compatibility: using exponential weighting for inference on a parameter of a linear model (Q2040072) (← links)
- High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
- On the grouping effect of the \(l_{1-2}\) models (Q2093808) (← links)
- Penalized wavelet estimation and robust denoising for irregular spaced data (Q2095705) (← links)
- Adaptive iterative hard thresholding for least absolute deviation problems with sparsity constraints (Q2108537) (← links)
- High-dimensional sufficient dimension reduction through principal projections (Q2136660) (← links)
- Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- A two-step method for estimating high-dimensional Gaussian graphical models (Q2197843) (← links)
- Lasso with long memory regression errors (Q2250693) (← links)
- Sparse semiparametric discriminant analysis (Q2256757) (← links)
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison (Q2259726) (← links)
- A global homogeneity test for high-dimensional linear regression (Q2263711) (← links)
- Prediction error bounds for linear regression with the TREX (Q2273161) (← links)
- Quasi-Bayesian estimation of large Gaussian graphical models (Q2274970) (← links)
- Prediction and estimation consistency of sparse multi-class penalized optimal scoring (Q2278663) (← links)
- Computational and statistical analyses for robust non-convex sparse regularized regression problem (Q2317291) (← links)
- Generalized high-dimensional trace regression via nuclear norm regularization (Q2323374) (← links)
- On model selection consistency of regularized M-estimators (Q2340872) (← links)
- Sparse learning via Boolean relaxations (Q2349117) (← links)
- Maximin effects in inhomogeneous large-scale data (Q2515497) (← links)
