Inference of High-dimensional Autoregressive Generalized Linear Models

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Inference of High-dimensional Autoregressive Generalized Linear Models

9 May 2016

Garvesh Raskutti

Rebecca Willett

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Papers citing "Inference of High-dimensional Autoregressive Generalized Linear Models"

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Title
Lasso and probabilistic inequalities for multivariate point processes N. Hansen Patricia Reynaud-Bouret Vincent Rivoirard 152 189 0 02 Aug 2012
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 477 1,379 0 13 Oct 2010
Minimax-optimal rates for sparse additive models over kernel classes via convex programming Garvesh Raskutti Martin J. Wainwright Bin Yu 154 287 0 21 Aug 2010
$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
High-dimensional generalized linear models and the lasso Sara van de Geer 632 756 0 04 Apr 2008