Estimating the error variance in a high-dimensional linear model

6 December 2017

Papers citing "Estimating the error variance in a high-dimensional linear model"

7 / 7 papers shown

Title
Non-Asymptotic Uncertainty Quantification in High-Dimensional Learning Frederik Hoppe C. M. Verdun Hannah Laus Felix Krahmer Holger Rauhut UQCV 36 1 0 18 Jul 2024
Graph fission and cross-validation James Leiner Aaditya Ramdas 35 1 0 26 Jan 2024
Uncertainty quantification for sparse Fourier recovery F. Hoppe Felix Krahmer C. M. Verdun Marion I. Menzel Holger Rauhut 34 7 0 30 Dec 2022
Estimation of High-Dimensional Markov-Switching VAR Models with an Approximate EM Algorithm Xiudi Li Abolfazl Safikhani Ali Shojaie 43 2 0 14 Oct 2022
Are Latent Factor Regression and Sparse Regression Adequate? Jianqing Fan Zhipeng Lou Mengxin Yu CML 54 23 0 02 Mar 2022
Grouped Variable Selection with Discrete Optimization: Computational and Statistical Perspectives Hussein Hazimeh Rahul Mazumder P. Radchenko 42 27 0 14 Apr 2021
Perspective Maximum Likelihood-Type Estimation via Proximal Decomposition P. Combettes Christian L. Müller 8 20 0 16 May 2018