Linear and Conic Programming Estimators in High-Dimensional
Errors-in-variables Models

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Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models

1 August 2014

Alexandre B. Tsybakov

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Papers citing "Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models"

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Title
Pivotal estimation in high-dimensional regression via linear programming Eric Gautier Alexandre B. Tsybakov 66 23 0 28 Mar 2013
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 164 507 0 31 Dec 2012
Orthogonal Matching Pursuit with Noisy and Missing Data: Low and High Dimensional Results Yudong Chen Constantine Caramanis 67 17 0 05 Jun 2012
Improved Matrix Uncertainty Selector M. Rosenbaum Alexandre B. Tsybakov 79 65 0 19 Dec 2011
High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity Po-Ling Loh Martin J. Wainwright 119 562 0 16 Sep 2011
Pivotal estimation via square-root Lasso in nonparametric regression A. Belloni Victor Chernozhukov Lie Wang 194 152 0 07 May 2011
Oracle Inequalities and Optimal Inference under Group Sparsity Karim Lounici Massimiliano Pontil Alexandre B. Tsybakov Sara van de Geer 292 382 0 11 Jul 2010
Exponential Screening and optimal rates of sparse estimation Philippe Rigollet Alexandre B. Tsybakov 197 241 0 12 Mar 2010
Sparse recovery under matrix uncertainty M. Rosenbaum Alexandre B. Tsybakov 138 167 0 15 Dec 2008
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators Karim Lounici 472 242 0 30 Jan 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 535 2,530 0 07 Jan 2008