Adaptive Sparse Estimation With Side Information
From MaRDI portal
Publication:5146052
DOI10.1080/01621459.2019.1679639zbMath1453.62576arXiv1811.11930OpenAlexW2981614964WikidataQ127023922 ScholiaQ127023922MaRDI QIDQ5146052
Gourab Mukherjee, Wenguang Sun, Trambak Banerjee
Publication date: 22 January 2021
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.11930
sparsitySURE shrinkagetwo-sample inferenceadaptive shrinkage estimationhigher-order minimax riskinference with side information
Related Items (2)
A Regression Modeling Approach to Structured Shrinkage Estimation ⋮ Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Covariate assisted screening and estimation
- On minimax estimation of a sparse normal mean vector
- Minimax estimation via wavelet shrinkage
- Higher criticism for detecting sparse heterogeneous mixtures.
- Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
- Minimax estimation of linear and quadratic functionals on sparsity classes
- Improved minimax estimation of a multivariate normal mean under heteroscedasticity
- Exact minimax estimation of the predictive density in sparse Gaussian models
- Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
- Empirical Bayes estimates for a two-way cross-classified model
- Adaptive piecewise polynomial estimation via trend filtering
- On optimality of Bayesian testimation in the normal means problem
- In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
- Adapting to unknown sparsity by controlling the false discovery rate
- Nonasymptotic and Second-Order Achievability Bounds for Coding With Side-Information
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Tweedie’s Formula and Selection Bias
- On source coding with side information at the decoder
- Optimal Shrinkage Estimation in Heteroscedastic Hierarchical Linear Models
- SURE Estimates for a Heteroscedastic Hierarchical Model
- Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean
- Adaptive Confidence Bands for Nonparametric Regression Functions
- Covariate-Assisted Ranking and Screening for Large-Scale Two-Sample Inference
- Multiple Testing for Pattern Identification, With Applications to Microarray Time-Course Experiments
- Optimal Screening and Discovery of Sparse Signals with Applications to Multistage High Throughput Studies
- Empirical Bayes Estimation of a Sparse Vector of Gene Expression Changes
This page was built for publication: Adaptive Sparse Estimation With Side Information