Noise Covariance Estimation in Multi-Task High-dimensional Linear Models

15 June 2022

Papers citing "Noise Covariance Estimation in Multi-Task High-dimensional Linear Models"

5 / 5 papers shown

Title
Estimating Generalization Performance Along the Trajectory of Proximal SGD in Robust Regression Kai Tan Pierre C. Bellec 26 0 0 03 Oct 2024
Corrected generalized cross-validation for finite ensembles of penalized estimators Pierre C. Bellec Jin-Hong Du Takuya Koriyama Pratik Patil Kai Tan 28 4 0 02 Oct 2023
Multinomial Logistic Regression: Asymptotic Normality on Null Covariates in High-Dimensions Kai Tan Pierre C. Bellec 16 5 0 28 May 2023
Chi-square and normal inference in high-dimensional multi-task regression Pierre C. Bellec Gabriel Romon 32 3 0 16 Jul 2021
Oracle Inequalities and Optimal Inference under Group Sparsity Karim Lounici Massimiliano Pontil Alexandre B. Tsybakov Sara van de Geer 125 379 0 11 Jul 2010