Model selection and minimax estimation in generalized linear models

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Model selection and minimax estimation in generalized linear models

30 September 2014

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Papers citing "Model selection and minimax estimation in generalized linear models"

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Title
Model selection in regression under structural constraints F. Abramovich V. Grinshtein 57 1 0 15 Jun 2012
A tail inequality for quadratic forms of subgaussian random vectors Daniel J. Hsu Sham Kakade Tong Zhang 139 422 0 13 Oct 2011
Minimax risks for sparse regressions: Ultra-high-dimensional phenomenons Nicolas Verzélen 284 153 0 03 Aug 2010
Exponential Screening and optimal rates of sparse estimation Philippe Rigollet Alexandre B. Tsybakov 197 242 0 12 Mar 2010
MAP model selection in Gaussian regression F. Abramovich V. Grinshtein 76 27 0 22 Dec 2009
On Bayesian "testimation" and its application to wavelet thresholding F. Abramovich V. Grinshtein Athanasia Petsa T. Sapatinas 65 16 0 22 Dec 2009
Kullback-Leibler aggregation and misspecified generalized linear models Philippe Rigollet FedML 116 82 0 16 Nov 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 220 575 0 11 Oct 2009
Sure independence screening in generalized linear models with NP-dimensionality Jianqing Fan Rui Song 180 636 0 30 Mar 2009
High-dimensional generalized linear models and the lasso Sara van de Geer 629 756 0 04 Apr 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 535 2,531 0 07 Jan 2008
Aggregation for Gaussian regression F. Bunea Alexandre B. Tsybakov M. Wegkamp 507 362 0 19 Oct 2007