Pages that link to "Item:Q502891"
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The following pages link to On the prediction performance of the Lasso (Q502891):
Displaying 50 items.
- Exact Spike Train Inference Via $\ell_0$ Optimization (Q152825) (← links)
- Solution of linear ill-posed problems using overcomplete dictionaries (Q309741) (← links)
- Penalized B-spline estimator for regression functions using total variation penalty (Q511676) (← links)
- Solution of linear ill-posed problems using random dictionaries (Q721620) (← links)
- Frame-constrained total variation regularization for white noise regression (Q820796) (← links)
- Stabilizing the Lasso against cross-validation variability (Q1615230) (← links)
- On the prediction loss of the Lasso in the partially labeled setting (Q1616320) (← links)
- On the total variation regularized estimator over a class of tree graphs (Q1711590) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- Approximate \(\ell_0\)-penalized estimation of piecewise-constant signals on graphs (Q1990576) (← links)
- Slope meets Lasso: improved oracle bounds and optimality (Q1990596) (← links)
- Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation (Q2039786) (← links)
- Finite impulse response models: a non-asymptotic analysis of the least squares estimator (Q2040046) (← links)
- Adaptive estimation of multivariate piecewise polynomials and bounded variation functions by optimal decision trees (Q2054517) (← links)
- Prediction bounds for higher order total variation regularized least squares (Q2054527) (← links)
- Tuning parameter calibration for personalized prediction in medicine (Q2074293) (← links)
- Tensor denoising with trend filtering (Q2113264) (← links)
- Canonical thresholding for nonsparse high-dimensional linear regression (Q2119237) (← links)
- Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
- Augmented direct learning for conditional average treatment effect estimation with double robustness (Q2154959) (← links)
- Adaptive risk bounds in univariate total variation denoising and trend filtering (Q2176616) (← links)
- Removing the singularity of a penalty via thresholding function matching (Q2178181) (← links)
- Estimating piecewise monotone signals (Q2180071) (← links)
- Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
- ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels (Q2209821) (← links)
- Prediction error bounds for linear regression with the TREX (Q2273161) (← links)
- Prediction and estimation consistency of sparse multi-class penalized optimal scoring (Q2278663) (← links)
- Sharp oracle inequalities for low-complexity priors (Q2304249) (← links)
- Reconstruction of jointly sparse vectors via manifold optimization (Q2311804) (← links)
- Tuning parameter calibration for \(\ell_1\)-regularized logistic regression (Q2317308) (← links)
- Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation (Q2325349) (← links)
- On Lasso refitting strategies (Q2325356) (← links)
- On the robustness of the generalized fused Lasso to prior specifications (Q2631367) (← links)
- Lasso–type and Heuristic Strategies in Model Selection and Forecasting (Q2829651) (← links)
- On tight bounds for the Lasso (Q4558195) (← links)
- The DFS Fused Lasso: Linear-Time Denoising over General Graphs (Q4558501) (← links)
- Adapting to unknown noise level in sparse deconvolution (Q4603711) (← links)
- Corrected proof of the result of 'A prediction error property of the Lasso estimator and its generalization' by Huang (2003) (Q4651136) (← links)
- Variable selection under multicollinearity using modified log penalty (Q5036976) (← links)
- (Q5053311) (← links)
- Cross-Validation With Confidence (Q5146047) (← links)
- Logistic regression with total variation regularization (Q5146339) (← links)
- (Q5149046) (← links)
- (Q5214207) (← links)
- Strong Rules for Discarding Predictors in Lasso-Type Problems (Q5743136) (← links)
- High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
- Group sparse recovery via group square-root elastic net and the iterative multivariate thresholding-based algorithm (Q6065672) (← links)
- A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates (Q6067162) (← links)
- Ensemble Subset Regression (ENSURE): Efficient High-dimensional Prediction (Q6069875) (← links)
