Simultaneous analysis of Lasso and Dantzig selector

7 January 2008

Papers citing "Simultaneous analysis of Lasso and Dantzig selector"

41 / 541 papers shown

Title
Sparsity considerations for dependent observations Pierre Alquier P. Doukhan 57 19 0 08 Feb 2011
Statistical Multiresolution Dantzig Estimation in Imaging: Fundamental Concepts and Algorithmic Framework K. Frick Philipp Marnitz Axel Munk 83 53 0 23 Jan 2011
Sparse recovery with unknown variance: a LASSO-type approach Stéphane Chrétien Sébastien Darses 57 33 0 02 Jan 2011
Stochastic Lipschitz continuity for high dimensional Lasso with multiple linear covariate structures or hidden linear covariates Zhiyi Chi 85 1 0 05 Nov 2010
Group Lasso estimation of high-dimensional covariance matrices Jérémie Bigot R. Biscay Jean-Michel Loubes Lilian Muñiz Alvarez 95 14 0 08 Oct 2010
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 64 667 0 28 Sep 2010
Optimistic Rates for Learning with a Smooth Loss Nathan Srebro Karthik Sridharan Ambuj Tewari 87 277 0 20 Sep 2010
A local stochastic Lipschitz condition with application to Lasso for high dimensional generalized linear models Zhiyi Chi 59 4 0 06 Sep 2010
High-dimensional covariance estimation based on Gaussian graphical models Shuheng Zhou Philipp Rütimann Min Xu Peter Buhlmann 92 91 0 02 Sep 2010
Network Flow Algorithms for Structured Sparsity Julien Mairal Rodolphe Jenatton G. Obozinski Francis R. Bach 37 172 0 31 Aug 2010
Structured sparsity-inducing norms through submodular functions Francis R. Bach 58 194 0 25 Aug 2010
Asymptotic Bayes optimality under sparsity for generally distributed effect sizes under the alternative F. Frommlet A. Chakrabarti M. Murawska M. Bogdan 45 16 0 26 May 2010
A majorization-minimization approach to variable selection using spike and slab priors Tso-Jung Yen 86 53 0 06 May 2010
On MMSE and MAP Denoising Under Sparse Representation Modeling Over a Unitary Dictionary Javier S. Turek I. Yavneh Matan Protter Michael Elad 47 36 0 21 Mar 2010
Mirror averaging with sparsity priors A. Dalalyan Alexandre B. Tsybakov 102 59 0 05 Mar 2010
$Estimation for High-Dimensional Linear Mixed-Effects Models Using $\ell_1$-Penalization$ Estimation for High-Dimensional Linear Mixed-Effects Models Using $\ell_1$ -Penalization Jürg Schelldorfer Peter Buhlmann S. De Geer 43 173 0 19 Feb 2010
Thresholded Lasso for high dimensional variable selection and statistical estimation Shuheng Zhou 110 50 0 08 Feb 2010
Estimation of (near) low-rank matrices with noise and high-dimensional scaling S. Negahban Martin J. Wainwright 74 566 0 27 Dec 2009
A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) Jianqing Fan Jinchi Lv 104 905 0 06 Oct 2009
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 83 729 0 05 Oct 2009
Online Learning for Matrix Factorization and Sparse Coding Julien Mairal Francis R. Bach Jean Ponce Guillermo Sapiro 98 2,612 0 01 Aug 2009
A unified approach to model selection and sparse recovery using regularized least squares Jinchi Lv Yingying Fan 65 357 0 21 May 2009
Adaptive Dantzig density estimation Karine Bertin E. L. Pennec Vincent Rivoirard 123 45 0 06 May 2009
$Simultaneous support recovery in high dimensions: Benefits and perils of block $\ell_1/\ell_\infty$-regularization$ Simultaneous support recovery in high dimensions: Benefits and perils of block $\ell_1/\ell_\infty$ -regularization S. Negahban Martin J. Wainwright 124 65 0 05 May 2009
Structured Variable Selection with Sparsity-Inducing Norms Rodolphe Jenatton Jean-Yves Audibert Francis R. Bach 75 605 0 22 Apr 2009
L1-Penalized Quantile Regression in High-Dimensional Sparse Models A. Belloni Victor Chernozhukov 96 454 0 19 Apr 2009
Coherence-Based Performance Guarantees for Estimating a Sparse Vector Under Random Noise Z. Ben-Haim Yonina C. Eldar Michael Elad 72 255 0 26 Mar 2009
Sparse Regression Learning by Aggregation and Langevin Monte-Carlo A. Dalalyan Alexandre B. Tsybakov 110 178 0 06 Mar 2009
Model-Consistent Sparse Estimation through the Bootstrap Francis R. Bach 70 32 0 21 Jan 2009
SPADES and mixture models F. Bunea Alexandre B. Tsybakov M. Wegkamp Adrian Barbu 98 63 0 14 Jan 2009
Sparse recovery under matrix uncertainty M. Rosenbaum Alexandre B. Tsybakov 88 166 0 15 Dec 2008
P-values for high-dimensional regression N. Meinshausen L. Meier Peter Buhlmann 72 439 0 13 Nov 2008
$On Verifiable Sufficient Conditions for Sparse Signal Recovery via $\ell_1$ Minimization$ On Verifiable Sufficient Conditions for Sparse Signal Recovery via $\ell_1$ Minimization A. Juditsky A. Nemirovski 106 142 0 16 Sep 2008
Weak convergence of the regularization path in penalized M-estimation JEAN‐FRANCOIS Germain François Roueff 62 4 0 30 Aug 2008
$Honest variable selection in linear and logistic regression models via $\ell_1$ and $\ell_1+\ell_2$ penalization$ Honest variable selection in linear and logistic regression models via $\ell_1$ and $\ell_1+\ell_2$ penalization F. Bunea 82 145 0 29 Aug 2008
High-dimensional Gaussian model selection on a Gaussian design Nicolas Verzélen 66 15 0 15 Aug 2008
High-dimensional additive modeling L. Meier Sara van de Geer Peter Buhlmann 195 481 0 25 Jun 2008
High-dimensional generalized linear models and the lasso Sara van de Geer 189 749 0 04 Apr 2008
Discussion: The Dantzig selector: Statistical estimation when $p$ is much larger than $n$ B. Efron Trevor Hastie Robert Tibshirani 152 90 0 21 Mar 2008
Discussion: The Dantzig selector: Statistical estimation when $p$ is much larger than $n$ Peter J. Bickel 103 14 0 21 Mar 2008
Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity A. Dalalyan Alexandre B. Tsybakov 97 176 0 19 Mar 2008