Pages that link to "Item:Q2896196"

The following pages link to Rate minimaxity of the Lasso and Dantzig selector for the \(l_{q}\) loss in \(l_{r}\) balls (Q2896196):

Displaying 50 items.

• Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
• Worst possible sub-directions in high-dimensional models (Q268764) (← links)
• Regularity properties for sparse regression (Q279682) (← links)
• An analysis of penalized interaction models (Q282572) (← links)
• SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
• The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
• Geometric inference for general high-dimensional linear inverse problems (Q309721) (← links)
• Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
• Nearly optimal minimax estimator for high-dimensional sparse linear regression (Q385791) (← links)
• The oracle inequalities on simultaneous Lasso and Dantzig selector in high-dimensional nonparametric regression (Q473837) (← links)
• Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
• On the prediction loss of the Lasso in the partially labeled setting (Q1616320) (← links)
• Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
• Trace regression model with simultaneously low rank and row(column) sparse parameter (Q1658399) (← links)
• Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression (Q1677029) (← links)
• A doubly sparse approach for group variable selection (Q1680797) (← links)
• A two-stage regularization method for variable selection and forecasting in high-order interaction model (Q1723055) (← links)
• Minimax optimal estimation in partially linear additive models under high dimension (Q1740526) (← links)
• A strong converse bound for multiple hypothesis testing, with applications to high-dimensional estimation (Q1746556) (← links)
• Variable selection with Hamming loss (Q1800786) (← links)
• A remark on the Lasso and the Dantzig selector (Q1933743) (← links)
• Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804) (← links)
• The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
• Slope meets Lasso: improved oracle bounds and optimality (Q1990596) (← links)
• Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
• Greedy variance estimation for the LASSO (Q2019914) (← links)
• Minimax rates in network analysis: graphon estimation, community detection and hypothesis testing (Q2038283) (← links)
• Second-order Stein: SURE for SURE and other applications in high-dimensional inference (Q2054467) (← links)
• Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors (Q2057840) (← links)
• Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors (Q2132004) (← links)
• GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee (Q2135875) (← links)
• High-dimensional variable screening and bias in subsequent inference, with an empirical comparison (Q2259726) (← links)
• Sorted concave penalized regression (Q2284364) (← links)
• Robust regression via mutivariate regression depth (Q2295029) (← links)
• Sharp oracle inequalities for low-complexity priors (Q2304249) (← links)
• Accuracy assessment for high-dimensional linear regression (Q2413610) (← links)
• Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators (Q2426826) (← links)
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203) (← links)
• Estimation and variable selection with exponential weights (Q2447091) (← links)
• Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
• Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression (Q2689601) (← links)
• A permutation approach for selecting the penalty parameter in penalized model selection (Q2809556) (← links)
• Concentration Inequalities for Statistical Inference (Q3380883) (← links)
• (Q4614120) (← links)
• Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection (Q5037823) (← links)
• (Q5149040) (← links)
• Oracle inequalities for the Lasso in the additive hazards model with interval-censored data (Q5160227) (← links)
• High-dimensional linear model selection motivated by multiple testing (Q5213362) (← links)
• (Q5214199) (← links)
• Ridge regression and asymptotic minimax estimation over spheres of growing dimension (Q5963493) (← links)