Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process

10 July 2017

Papers citing "Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process"

9 / 9 papers shown

Title
Slope meets Lasso: improved oracle bounds and optimality Pierre C. Bellec Guillaume Lecué Alexandre B. Tsybakov 307 190 0 27 May 2016
Estimation of matrices with row sparsity Olga Klopp Alexandre B. Tsybakov 56 8 0 01 Sep 2015
SLOPE is Adaptive to Unknown Sparsity and Asymptotically Minimax Weijie Su Emmanuel Candes 422 146 0 29 Mar 2015
Lower bounds on the performance of polynomial-time algorithms for sparse linear regression Yuchen Zhang Martin J. Wainwright Michael I. Jordan 166 130 0 09 Feb 2014
Regularized estimation in sparse high-dimensional time series models Sumanta Basu George Michailidis AI4TS 116 425 0 17 Nov 2013
Joint variable and rank selection for parsimonious estimation of high-dimensional matrices F. Bunea Yiyuan She M. Wegkamp 105 113 0 17 Oct 2011
Optimization with Sparsity-Inducing Penalties Francis R. Bach Rodolphe Jenatton Julien Mairal G. Obozinski 212 1,058 0 03 Aug 2011
Optimal selection of reduced rank estimators of high-dimensional matrices F. Bunea Yiyuan She M. Wegkamp 241 241 0 18 Apr 2010
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 535 2,530 0 07 Jan 2008