Oracle Inequalities for High-dimensional Prediction

1 August 2016

Papers citing "Oracle Inequalities for High-dimensional Prediction"

25 / 25 papers shown

Title
On the prediction loss of the lasso in the partially labeled setting Pierre C. Bellec A. Dalalyan Edwin Grappin Q. Paris 56 31 0 20 Jun 2016
Slope meets Lasso: improved oracle bounds and optimality Pierre C. Bellec Guillaume Lecué Alexandre B. Tsybakov 307 190 0 27 May 2016
SLOPE is Adaptive to Unknown Sparsity and Asymptotically Minimax Weijie Su Emmanuel Candes 420 146 0 29 Mar 2015
Optimal Two-Step Prediction in Regression Didier Chételat Johannes Lederer Joseph Salmon 96 19 0 18 Oct 2014
A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees M. Chichignoud Johannes Lederer Martin J. Wainwright 62 13 0 01 Oct 2014
On higher order isotropy conditions and lower bounds for sparse quadratic forms Sara van de Geer Alan Muro 139 29 0 23 May 2014
Don't Fall for Tuning Parameters: Tuning-Free Variable Selection in High Dimensions With the TREX Johannes Lederer Christian L. Müller 70 55 0 02 Apr 2014
On the Prediction Performance of the Lasso A. Dalalyan Mohamed Hebiri Johannes Lederer 168 167 0 07 Feb 2014
A new perspective on least squares under convex constraint S. Chatterjee 112 117 0 04 Feb 2014
Adaptive piecewise polynomial estimation via trend filtering Robert Tibshirani 77 396 0 10 Apr 2013
Assumptionless consistency of the Lasso S. Chatterjee 62 52 0 23 Mar 2013
The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms F. Bunea Johannes Lederer Yiyuan She 138 109 0 01 Feb 2013
A lasso for hierarchical interactions Jacob Bien Jonathan E. Taylor Robert Tibshirani 194 485 0 22 May 2012
How Correlations Influence Lasso Prediction Mohamed Hebiri Johannes Lederer 112 101 0 07 Apr 2012
Sparse Matrix Inversion with Scaled Lasso Tingni Sun Cun-Hui Zhang 132 170 0 13 Feb 2012
Statistical significance in high-dimensional linear models Peter Buhlmann 195 229 0 07 Feb 2012
High-dimensional regression with unknown variance Christophe Giraud S. Huet Nicolas Verzélen 101 63 0 26 Sep 2011
Scaled Sparse Linear Regression Tingni Sun Cun-Hui Zhang 182 507 0 24 Apr 2011
Nuclear norm penalization and optimal rates for noisy low rank matrix completion V. Koltchinskii Alexandre B. Tsybakov Karim Lounici 223 663 0 29 Nov 2010
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 170 674 0 28 Sep 2010
Exponential Screening and optimal rates of sparse estimation Philippe Rigollet Alexandre B. Tsybakov 197 241 0 12 Mar 2010
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 272 732 0 05 Oct 2009
Sparse recovery in convex hulls via entropy penalization V. Koltchinskii 128 32 0 13 May 2009
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 535 2,530 0 07 Jan 2008
Sparsity oracle inequalities for the Lasso F. Bunea Alexandre B. Tsybakov M. Wegkamp 557 472 0 23 May 2007