Improved Matrix Uncertainty Selector

Mathieu Rosenbaum, Alexandre B. Tsybakov

Type: Preprint

Publication Date: 2011-01-01

Citations: 0

DOI: https://doi.org/10.48550/arxiv.1112.4413

View Publication

Locations

arXiv (Cornell University) - View - PDF
Project Euclid (Cornell University) - View - PDF
DataCite API - View

Similar Works

Action	Title	Year	Authors
+ PDF Chat	Improved matrix uncertainty selector	2013	M. Rosenbaum Alexandre B. Tsybakov
+	Sparse recovery under matrix uncertainty	2010	Mathieu Rosenbaum Alexandre B. Tsybakov
+ PDF Chat	The Dantzig selector: Statistical estimation when p is much larger than n	2007	Emmanuel J. Candès Terence Tao
+	Using Empirical Covariance Matrix in Enhancing Prediction Accuracy of Linear Models with Missing Information	2016	Ahmadreza Moradipari Sina Shahsavari Ashkan Esmaeili Farokh Marvasti
+ PDF Chat	Using empirical covariance matrix in enhancing prediction accuracy of linear models with Missing Information	2017	Ahmadreza Moradipari Sina Shahsavari Ashkan Esmaeili Farokh Marvasti
+	Using Empirical Covariance Matrix in Enhancing Prediction Accuracy of Linear Models with Missing Information	2016	Ahmadreza Moradipari Sina Shahsavari Ashkan Esmaeili Farokh Marvasti
+	Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error	2018	Øystein Sørensen Kristoffer H. Hellton Arnoldo Frigessi Magne Thoresen
+ PDF Chat	Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error	2018	Øystein Sørensen Kristoffer H. Hellton Arnoldo Frigessi Magne Thoresen
+	Robust variable selection via penalized MT-estimator in generalized linear models	2021	R. L. Salamwade D. M. Sakate
+	Covariance matrix estimation and variable selection in high dimension	2013	Mu Cai
+ PDF Chat	On the Degrees of Freedom of Mixed Matrix Regression	2017	Pan Shang Lingchen Kong
+ PDF Chat	Discussion: The Dantzig selector: Statistical estimation when p is much larger than n	2007	Tommaso Cai Jinchi Lv
+	New estimation methods for high dimensional inverse covariance matrices	2016	Vahe Avagyan
+	optimal procedures in high-dimensional variable selection	2013	Qi Zhang
+	Support Recovery with Stochastic Gates: Theory and Application for Linear Models	2021	Soham Jana Henry Li Yutaro Yamada Ofir Lindenbaum
+	A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	2021	Zeyu Wu Cheng Wang Weidong Liu
+ PDF Chat	Model selection with covariance matching based non-negative lasso	2019	Arash Owrang Yoram Bresler Magnus Jansson
+ PDF Chat	Pseudo estimation and variable selection in regression	2020	Wenbo Wu Xiangrong Yin
+ PDF Chat	A Model Selection Criterion for High-Dimensional Linear Regression	2018	Arash Owrang Magnus Jansson
+	Sparse covariance thresholding for high-dimensional variable selection	2010	X. Jessie Jeng And Z. John Daye

Works That Cite This (0)

Action	Title	Year	Authors

Works Cited by This (0)

Action	Title	Year	Authors