Model selection and minimax estimation in generalized linear models

v1v2v3 (latest)

Model selection and minimax estimation in generalized linear models

30 September 2014

ArXiv (abs)PDF HTML

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

12 / 12 papers shown

Title
Model selection in regression under structural constraints F. Abramovich V. Grinshtein 59 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 67 16 0 22 Dec 2009
Kullback-Leibler aggregation and misspecified generalized linear models Philippe Rigollet FedML 118 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