A sparse PAC-Bayesian approach for high-dimensional quantile prediction

A sparse PAC-Bayesian approach for high-dimensional quantile prediction

3 September 2024

The Tien Mai

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Papers citing "A sparse PAC-Bayesian approach for high-dimensional quantile prediction"

14 / 14 papers shown

Title
abess: A Fast Best Subset Selection Library in Python and R Jin Zhu Xueqin Wang Liyuan Hu Junhao Huang Kangkang Jiang Yanhang Zhang Shiyun Lin Junxian Zhu 66 22 0 19 Oct 2021
Adaptation of the Tuning Parameter in General Bayesian Inference with Robust Divergence S. Yonekura S. Sugasawa 101 25 0 13 Jun 2021
Robust Generalised Bayesian Inference for Intractable Likelihoods Takuo Matsubara Jeremias Knoblauch François‐Xavier Briol Chris J. Oates UQCV 60 79 0 15 Apr 2021
A Primer on PAC-Bayesian Learning Benjamin Guedj 161 223 0 16 Jan 2019
Slope meets Lasso: improved oracle bounds and optimality Pierre C. Bellec Guillaume Lecué Alexandre B. Tsybakov 311 192 0 27 May 2016
Semismooth Newton Coordinate Descent Algorithm for Elastic-Net Penalized Huber Loss Regression and Quantile Regression Congrui Yi Jian Huang 48 149 0 09 Sep 2015
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 71 415 0 17 Jul 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 86 516 0 23 Dec 2014
Inconsistency of Bayesian Inference for Misspecified Linear Models, and a Proposal for Repairing It Peter Grünwald T. V. Ommen 88 268 0 11 Dec 2014
Bayesian linear regression with sparse priors I. Castillo Johannes Schmidt-Hieber A. van der Vaart 189 382 0 04 Mar 2014
A General Framework for Updating Belief Distributions Pier Giovanni Bissiri Chris Holmes S. Walker 228 479 0 27 Jun 2013
Needles and Straw in a Haystack: Posterior concentration for possibly sparse sequences I. Castillo A. van der Vaart 136 252 0 06 Nov 2012
Sparse Regression Learning by Aggregation and Langevin Monte-Carlo A. Dalalyan Alexandre B. Tsybakov 190 180 0 06 Mar 2009
Pac-Bayesian Supervised Classification: The Thermodynamics of Statistical Learning O. Catoni 308 461 0 03 Dec 2007

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