The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms

1 February 2013

Papers citing "The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms"

14 / 14 papers shown

Title
A unified consensus-based parallel ADMM algorithm for high-dimensional regression with combined regularizations Xiaofei Wu Zhimin Zhang Zhenyu Cui 8 3 0 21 Nov 2023
Meta-Learning Hypothesis Spaces for Sequential Decision-making Parnian Kassraie Jonas Rothfuss Andreas Krause OffRL 38 6 0 01 Feb 2022
Distributionally Robust Learning Ruidi Chen I. Paschalidis OOD 32 65 0 20 Aug 2021
Robust Grouped Variable Selection Using Distributionally Robust Optimization Ruidi Chen I. Paschalidis OOD 25 3 0 10 Jun 2020
Inference for high-dimensional instrumental variables regression David Gold Johannes Lederer Jing Tao 27 37 0 18 Aug 2017
Distributionally Robust Groupwise Regularization Estimator Jose H. Blanchet Yang Kang OOD 19 23 0 11 May 2017
Balancing Statistical and Computational Precision: A General Theory and Applications to Sparse Regression Mahsa Taheri Néhémy Lim Johannes Lederer 30 3 0 23 Sep 2016
Oracle Inequalities for High-dimensional Prediction Johannes Lederer Lu Yu Irina Gaynanova 34 24 0 01 Aug 2016
A Sparse Linear Model and Significance Test for Individual Consumption Prediction P. Li Baosen Zhang Yang Weng Ram Rajagopal 16 40 0 05 Nov 2015
The Benefit of Group Sparsity in Group Inference with De-biased Scaled Group Lasso Ritwik Mitra Cun-Hui Zhang 62 46 0 13 Dec 2014
Optimal Two-Step Prediction in Regression Didier Chételat Johannes Lederer Joseph Salmon 42 19 0 18 Oct 2014
Adaptive Estimation in Two-way Sparse Reduced-rank Regression Zhuang Ma Zongming Ma Tingni Sun 54 34 0 08 Mar 2014
Oracle Inequalities and Optimal Inference under Group Sparsity Karim Lounici Massimiliano Pontil Alexandre B. Tsybakov Sara van de Geer 133 380 0 11 Jul 2010
High-dimensional additive modeling L. Meier Sara van de Geer Peter Buhlmann 201 481 0 25 Jun 2008