Pages that link to "Item:Q682289"

The following pages link to Support recovery without incoherence: a case for nonconvex regularization (Q682289):

Displaying 36 items.

• On the sign consistency of the Lasso for the high-dimensional Cox model (Q1661333) (← links)
• Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems (Q1670095) (← links)
• I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
• Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations (Q2022171) (← links)
• Inference in high dimensional linear measurement error models (Q2034474) (← links)
• Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
• Sparse classification: a scalable discrete optimization perspective (Q2071494) (← links)
• The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
• High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data (Q2079618) (← links)
• High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
• Bias versus non-convexity in compressed sensing (Q2155168) (← links)
• Almost sure uniqueness of a global minimum without convexity (Q2176635) (← links)
• Statistical analysis of sparse approximate factor models (Q2199708) (← links)
• Which bridge estimator is the best for variable selection? (Q2215760) (← links)
• Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
• Sparse regression: scalable algorithms and empirical performance (Q2225311) (← links)
• A discussion on practical considerations with sparse regression methodologies (Q2225315) (← links)
• Structure learning of sparse directed acyclic graphs incorporating the scale-free property (Q2418068) (← links)
• Oracle Inequalities for Local and Global Empirical Risk Minimizers (Q3296182) (← links)
• (Q4998947) (← links)
• Nonbifurcating Phylogenetic Tree Inference via the Adaptive LASSO (Q4999164) (← links)
• Bayesian Estimation of Gaussian Conditional Random Fields (Q5037819) (← links)
• An unbiased approach to compressed sensing (Q5132273) (← links)
• Bayesian Regularization for Graphical Models With Unequal Shrinkage (Q5242470) (← links)
• Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity (Q5348469) (← links)
• On high-dimensional Poisson models with measurement error: hypothesis testing for nonlinear nonconvex optimization (Q6046310) (← links)
• Byzantine-robust distributed sparse learning for \(M\)-estimation (Q6053803) (← links)
• An ensemble EM algorithm for Bayesian variable selection (Q6121783) (← links)
• High‐dimensional sparse multivariate stochastic volatility models (Q6135331) (← links)
• Numerical characterization of support recovery in sparse regression with correlated design (Q6558520) (← links)
• Sparse M-estimators in semi-parametric copula models (Q6565332) (← links)
• Adaptive Huber trace regression with low-rank matrix parameter via nonconvex regularization (Q6614417) (← links)
• Inference for high-dimensional linear expectile regression with de-biasing method (Q6626721) (← links)
• Markov neighborhood regression for statistical inference of high-dimensional generalized linear models (Q6628530) (← links)
• Comment: Feature Screening and Variable Selection via Iterative Ridge Regression (Q6636561) (← links)
• Fully polynomial-time randomized approximation schemes for global optimization of high-dimensional minimax concave penalized generalized linear models (Q6668158) (← links)