Randomized pick-freeze for sparse Sobol indices estimation in high dimension

21 March 2014

Papers citing "Randomized pick-freeze for sparse Sobol indices estimation in high dimension"

7 / 7 papers shown

Title
Asymptotic normality and efficiency of two Sobol index estimators Alexandre Janon T. Klein Agnès Lagnoux-Renaudie M. Nodet Clémentine Prieur 58 231 0 26 Mar 2013
Statistical inference for Sobol pick freeze Monte Carlo method Fabrice Gamboa Alexandre Janon T. Klein Agnès Lagnoux-Renaudie Clémentine Prieur Clémentine Prieur 61 73 0 26 Mar 2013
A Remark on the Lasso and the Dantzig Selector Yohann De Castro 48 20 0 29 Aug 2011
Accuracy guarantees for L1-recovery A. Juditsky A. Nemirovski 113 35 0 21 Aug 2010
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Additive Models Jianqing Fan Yang Feng Rui Song 117 576 0 14 Dec 2009
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 278 733 0 05 Oct 2009
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators Karim Lounici 496 243 0 30 Jan 2008