Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Optimal false discovery control of minimax estimators - MaRDI portal

Optimal false discovery control of minimax estimators (Q6103221)

From MaRDI portal

Jump to:navigation, search

scientific article; zbMATH DE number 7691568

Language	Label	Description	Also known as
English	Optimal false discovery control of minimax estimators	scientific article; zbMATH DE number 7691568

Statements

scholarly article

0 references

Optimal false discovery control of minimax estimators (English)

0 references

0 references

0 references

0 references

publication date

2 June 2023

0 references

full work available at URL

https://arxiv.org/abs/1812.10013

0 references

https://projecteuclid.org/journals/bernoulli/volume-29/issue-3/Optimal-false-discovery-control-of-minimax-estimators/10.3150/22-BEJ1527.full

0 references

zbMATH Keywords

false discovery control

0 references

high dimension analysis

0 references

rate minimaxity

0 references

selection consistency

0 references

MaRDI profile type

MaRDI publication profile

0 references

Adapting to unknown sparsity by controlling the false discovery rate

0 references

Distribution-free multiple testing

0 references

0 references

Dirichlet–Laplace Priors for Optimal Shrinkage

0 references

Gaussian model selection

0 references

Asymptotic Bayes-optimality under sparsity of some multiple testing procedures

0 references

SLOPE-adaptive variable selection via convex optimization

0 references

Variable selection with Hamming loss

0 references

On spike and slab empirical Bayes multiple testing

0 references

Needles and straw in a haystack: posterior concentration for possibly sparse sequences

0 references

Minimax risk over \(l_ p\)-balls for \(l_ q\)-error

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Local asymptotic coding and the minimum description length

0 references

A general framework for Bayes structured linear models

0 references

Calibration and empirical Bayes variable selection

0 references

Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences

0 references

On the asymptotic properties of SLOPE

0 references

Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

0 references

Bayesian estimation of sparse signals with a continuous spike-and-slab prior

0 references

Bayesian shrinkage towards sharp minimaxity

0 references

High-Dimensional Variable Selection With Reciprocal <i>L</i><sub>1</sub>-Regularization

0 references

Nearly optimal Bayesian shrinkage for high-dimensional regression

0 references

False discoveries occur early on the Lasso path

0 references

SLOPE is adaptive to unknown sparsity and asymptotically minimax

0 references

0 references

The Covariance Inflation Criterion for Adaptive Model Selection

0 references

The horseshoe estimator: posterior concentration around nearly black vectors

0 references

Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

0 references

Model selection and sharp asymptotic minimaxity

0 references

0 references

Nearly unbiased variable selection under minimax concave penalty

0 references

Identifiers

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

10.3150/22-BEJ1527

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6103221

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6103221&oldid=39702176"