High-dimensional regression with unknown variance

26 September 2011

Papers citing "High-dimensional regression with unknown variance"

33 / 33 papers shown

Title
Linear Hypothesis Testing in Dense High-Dimensional Linear Models Yinchu Zhu Jelena Bradic 137 85 0 10 Oct 2016
High dimensional matrix estimation with unknown variance of the noise Olga Klopp Stéphane Gaïffas 100 20 0 13 Dec 2011
A pseudo-RIP for multivariate regression Christophe Giraud 84 2 0 28 Jun 2011
Scaled Sparse Linear Regression Tingni Sun Cun-Hui Zhang 178 507 0 24 Apr 2011
Sparsity regret bounds for individual sequences in online linear regression Sébastien Gerchinovitz 185 108 0 05 Jan 2011
Nuclear norm penalization and optimal rates for noisy low rank matrix completion V. Koltchinskii Alexandre B. Tsybakov Karim Lounici 207 662 0 29 Nov 2010
UPS delivers optimal phase diagram in high-dimensional variable selection Pengsheng Ji Jiashun Jin 307 93 0 25 Oct 2010
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 162 673 0 28 Sep 2010
Low rank Multivariate regression Christophe Giraud 151 42 0 27 Sep 2010
Minimax risks for sparse regressions: Ultra-high-dimensional phenomenons Nicolas Verzélen 264 153 0 03 Aug 2010
Estimator selection in the Gaussian setting Y. Baraud Christophe Giraud S. Huet 111 32 0 13 Jul 2010
Oracle Inequalities and Optimal Inference under Group Sparsity Karim Lounici Massimiliano Pontil Alexandre B. Tsybakov Sara van de Geer 275 382 0 11 Jul 2010
Optimal selection of reduced rank estimators of high-dimensional matrices F. Bunea Yiyuan She M. Wegkamp 222 241 0 18 Apr 2010
Exponential Screening and optimal rates of sparse estimation Philippe Rigollet Alexandre B. Tsybakov 190 241 0 12 Mar 2010
Nearly unbiased variable selection under minimax concave penalty Cun-Hui Zhang 327 3,562 0 25 Feb 2010
Estimation of high-dimensional low-rank matrices Angelika Rohde Alexandre B. Tsybakov 254 382 0 29 Dec 2009
Estimation of (near) low-rank matrices with noise and high-dimensional scaling S. Negahban Martin J. Wainwright 227 569 0 27 Dec 2009
$Minimax rates of estimation for high-dimensional linear regression over $\ell_q$-balls$ Minimax rates of estimation for high-dimensional linear regression over $\ell_q$ -balls Garvesh Raskutti Martin J. Wainwright Bin Yu 218 575 0 11 Oct 2009
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 259 731 0 05 Oct 2009
Data-driven calibration of linear estimators with minimal penalties Sylvain Arlot Francis R. Bach 136 61 0 10 Sep 2009
A survey of cross-validation procedures for model selection Sylvain Arlot Alain Celisse 200 3,591 0 27 Jul 2009
Graph selection with GGMselect Christophe Giraud S. Huet Nicolas Verzélen 84 37 0 03 Jul 2009
Observed Universality of Phase Transitions in High-Dimensional Geometry, with Implications for Modern Data Analysis and Signal Processing D. Donoho Jared Tanner 85 464 0 14 Jun 2009
Estimator selection with respect to Hellinger-type risks Y. Baraud 156 39 0 10 May 2009
Segmentation of the mean of heteroscedastic data via cross-validation Sylvain Arlot Alain Celisse OOD 58 69 0 23 Feb 2009
The Benefit of Group Sparsity Junzhou Huang Tong Zhang 208 466 0 20 Jan 2009
High-dimensional Gaussian model selection on a Gaussian design Nicolas Verzélen 99 15 0 15 Aug 2008
Data-driven calibration of penalties for least-squares regression Sylvain Arlot P. Massart 194 159 0 06 Feb 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 515 2,530 0 07 Jan 2008
Mixing Least-Squares Estimators when the Variance is Unknown Christophe Giraud 113 27 0 02 Nov 2007
Aggregation for Gaussian regression F. Bunea Alexandre B. Tsybakov M. Wegkamp 489 362 0 19 Oct 2007
Consistency of trace norm minimization Francis R. Bach 256 220 0 15 Oct 2007
Estimation of Gaussian graphs by model selection Christophe Giraud 102 32 0 10 Oct 2007