Projects
Reading
People
Chat
SU\G
(𝔸)
/K·U
Projects
Reading
People
Chat
Sign Up
Light
Dark
System
Ailing Yan
Follow
Share
Generating author description...
All published works
Action
Title
Year
Authors
+
An Inexact Projected Gradient Method for Sparsity-Constrained Quadratic Measurements Regression
2019
Jun Fan
Liqun Wang
Ailing Yan
+
Adaptive elastic net-penalized quantile regression for variable selection
2019
Ailing Yan
Fengli Song
+
Asymptotic properties for M-estimators in linear models with dependent random errors
2013
Jun Fan
Ailing Yan
Naihua Xiu
+
Robust solutions of split feasibility problem with uncertain linear operator
2007
Ailing Yan
Gaoyang Wang
Naihua Xiu
Common Coauthors
Coauthor
Papers Together
Naihua Xiu
2
Jun Fan
2
Gaoyang Wang
1
Fengli Song
1
Liqun Wang
1
Commonly Cited References
Action
Title
Year
Authors
# of times referenced
+
Moderate Deviation Principle for Ergodic Markov Chain. Lipschitz Summands
2006
Bernard Delyon
Anatoly Juditsky
R. Liptser
1
+
PDF
Chat
Probability in Banach Spaces
1976
Michel Ledoux
Michel Talagrand
1
+
PDF
Chat
A General Class of Exponential Inequalities for Martingales and Ratios
1999
Víctor H. de la Peña
1
+
Large deviations of semimartingales via convergence of the predictable characteristics
1994
Anatolii A. Puhalskii
1
+
PDF
Chat
The<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si33.gif" display="inline" overflow="scroll"><mml:msub><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mn>1</mml:mn></mml:mrow></mml:msub></mml:math>penalized LAD estimator for high dimensional linear regression
2013
Lie Wang
1
+
PDF
Chat
On Moderate Deviation Theory in Estimation
1983
W.C.M. Kallenberg
1
+
PDF
Chat
GESPAR: Efficient Phase Retrieval of Sparse Signals
2014
Yoav Shechtman
Amir Beck
Yonina C. Eldar
1
+
Strong consistency of M-estimates in linear models
1988
X. R. Chen
Yuehua Wu
1
+
PDF
Chat
Distributed Compressed Sensing for Static and Time-Varying Networks
2014
Stacy Patterson
Yonina C. Eldar
Idit Keidar
1
+
Using Generalized Correlation to Effect Variable Selection in Very High Dimensional Problems
2009
Peter Hall
H. R. Miller
1
+
Large deviations for M-estimators
2006
Miguel A. Arcones
1
+
PDF
Chat
Large Deviations of Estimators
1986
A. D. M. Kester
W.C.M. Kallenberg
1
+
On Bernstein-type inequalities for martingales
2001
K. Dzhaparidze
J. H. van Zanten
1
+
Conditional quantile screening in ultrahigh-dimensional heterogeneous data
2015
Yuanshan Wu
Guosheng Yin
1
+
PDF
Chat
The Adaptive Lasso and Its Oracle Properties
2006
Hui Zou
1
+
Sparse Approximate Solutions to Linear Systems
1995
B. K. Natarajan
1
+
PDF
Chat
Rates of Convergence of Estimates and Test Statistics
1967
R. R. Bahadur
1
+
Sparsity based sub-wavelength imaging with partially incoherent light via quadratic compressed sensing
2011
Yoav Shechtman
Yonina C. Eldar
Alexander Szameit
Mordechai Segev
1
+
PDF
Chat
A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs
1996
Xuming He
Qi-Man Shao
1
+
Saving phase: Injectivity and stability for phase retrieval
2013
Afonso S. Bandeira
Jameson Cahill
Dustin G. Mixon
Aaron A. Nelson
1
+
A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
1952
Herman Chernoff
1
+
M-estimators in linear models with long range dependent errors
1992
Hira L. Koul
1
+
PDF
Chat
Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
1993
Hira L. Koul
K. Mukherjee
1
+
PDF
Chat
Sparsity-based single-shot subwavelength coherent diffractive imaging
2012
Alexander Szameit
Yoav Shechtman
E. Osherovich
Elad Bullkich
Pavel Sidorenko
Hod Dana
Sebastian Steiner
E. B. Kley
Snir Gazit
T. Cohen-Hyams
1
+
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
2001
Jianqing Fan
Runze Li
1
+
PDF
Chat
PhaseLift: Exact and Stable Signal Recovery from Magnitude Measurements via Convex Programming
2012
Emmanuel J. Candès
Thomas Strohmer
Vladislav Voroninski
1
+
M-estimation for linear models with spatially-correlated errors
2003
Hengjian Cui
Xuming He
Kai Wang Ng
1
+
PDF
Chat
Estimates of Location: A Large Deviation Comparison
1978
Gerald L. Sievers
1
+
PDF
Chat
Behavior of Robust Estimators in the Regression Model with Dependent Errors
1977
Hira L. Koul
1
+
PDF
Chat
Sparsity Constrained Nonlinear Optimization: Optimality Conditions and Algorithms
2013
Amir Beck
Yonina C. Eldar
1
+
PDF
Chat
Large Sample Point Estimation: A Large Deviation Theory Approach
1982
James C. Fu
1
+
Linear representation of M‐estimates in linear models
1992
C. Radhakrishna Rao
L.C. Zhao
1
+
Quantile Regression
2005
Roger Koenker
1
+
A practical method for computing the largest <i>M</i>‐eigenvalue of a fourth‐order partially symmetric tensor
2009
Yiju Wang
Liqun Qi
Xinzhen Zhang
1
+
PDF
Chat
Simultaneous analysis of Lasso and Dantzig selector
2009
Peter J. Bickel
Ya’acov Ritov
Alexandre B. Tsybakov
1
+
PDF
Chat
Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
2011
Jelena Bradić
Jianqing Fan
Weiwei Wang
1
+
Regression Shrinkage and Selection Via the Lasso
1996
Robert Tibshirani
1
+
PDF
Chat
Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
2012
Lan Wang
Yichao Wu
Runze Li
1
+
Moderate and Cramér-type large deviation theorems for M-estimators
1988
Jana Jurečková
W.C.M. Kallenberg
Noël Veraverbeke
1
+
Moderate deviations for M-estimators in linear models with ϕ-mixing errors
2011
Jun Fan
1
+
Moderate deviations for M-estimators
2002
Miguel A. Arcones
1
+
Convergence analysis of a block improvement method for polynomial optimization over unit spheres
2015
Yiju Wang
Louis Caccetta
Guanglu Zhou
1
+
PDF
Chat
M-estimation of linear models with dependent errors
2007
Wei Biao Wu
1
+
PDF
Chat
Feature Screening via Distance Correlation Learning
2012
Runze Li
Wei Zhong
Li Zhu
1
+
PDF
Chat
Sparse Phase Retrieval from Short-Time Fourier Measurements
2014
Yonina C. Eldar
Pavel Sidorenko
Dustin G. Mixon
Shaby Barel
Oren Cohen
1
+
On signal reconstruction without phase
2005
Radu Bălan
Pete Casazza
Dan Edidin
1
+
PDF
Chat
Semismooth Newton Coordinate Descent Algorithm for Elastic-Net Penalized Huber Loss Regression and Quantile Regression
2016
Congrui Yi
Jian Huang
1
+
An<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si16.gif" display="inline" overflow="scroll"><mml:mi>H</mml:mi></mml:math>-tensor based iterative scheme for identifying the positive definiteness of multivariate homogeneous forms
2016
Kaili Zhang
Yiju Wang
1
+
A coordinate descent algorithm for computing penalized smooth quantile regression
2016
Abdallah Mkhadri
Mohamed Ouhourane
Karim Oualkacha
1
+
A note on quantile feature screening via distance correlation
2017
Xiaolin Chen
Xiaojing Chen
Yi Liu
1