Pivotal estimation via square-root Lasso in nonparametric regression

7 May 2011

Papers citing "Pivotal estimation via square-root Lasso in nonparametric regression"

24 / 24 papers shown

Title
Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation Jikai Jin Vasilis Syrgkanis CML 130 1 0 22 Feb 2024
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" A. Belloni Victor Chernozhukov Christian B. Hansen 217 1,401 0 27 May 2013
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 119 506 0 31 Dec 2012
Gaussian approximation of suprema of empirical processes Victor Chernozhukov Denis Chetverikov Kengo Kato 117 296 0 31 Dec 2012
High dimensional matrix estimation with unknown variance of the noise Olga Klopp Stéphane Gaïffas 94 20 0 13 Dec 2011
High-dimensional regression with unknown variance Christophe Giraud S. Huet Nicolas Verzélen 86 62 0 26 Sep 2011
Scaled Sparse Linear Regression Tingni Sun Cun-Hui Zhang 149 507 0 24 Apr 2011
LASSO Methods for Gaussian Instrumental Variables Models A. Belloni Victor Chernozhukov Christian B. Hansen 75 74 0 06 Dec 2010
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 132 672 0 28 Sep 2010
Templates for Convex Cone Problems with Applications to Sparse Signal Recovery Stephen Becker Emmanuel J. Candès Michael C. Grant 87 680 0 10 Sep 2010
Least squares after model selection in high-dimensional sparse models A. Belloni Victor Chernozhukov 225 222 0 31 Dec 2009
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 232 729 0 05 Oct 2009
L1-Penalized Quantile Regression in High-Dimensional Sparse Models A. Belloni Victor Chernozhukov 160 455 0 19 Apr 2009
Taking Advantage of Sparsity in Multi-Task Learning Karim Lounici Massimiliano Pontil Alexandre B. Tsybakov Sara van de Geer 287 292 0 09 Mar 2009
Sparse recovery under matrix uncertainty M. Rosenbaum Alexandre B. Tsybakov 122 167 0 15 Dec 2008
The sparsity and bias of the Lasso selection in high-dimensional linear regression Cun-Hui Zhang Jian Huang 345 869 0 07 Aug 2008
Lasso-type recovery of sparse representations for high-dimensional data N. Meinshausen Bin Yu 308 879 0 01 Jun 2008
High-dimensional generalized linear models and the lasso Sara van de Geer 482 755 0 04 Apr 2008
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators Karim Lounici 296 241 0 30 Jan 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 399 2,527 0 07 Jan 2008
$Near-ideal model selection by $\ell_1$ minimization$ Near-ideal model selection by $\ell_1$ minimization Emmanuel J. Candès Y. Plan 259 214 0 02 Jan 2008
Aggregation for Gaussian regression F. Bunea Alexandre B. Tsybakov M. Wegkamp 366 361 0 19 Oct 2007
Sparsity oracle inequalities for the Lasso F. Bunea Alexandre B. Tsybakov M. Wegkamp 404 470 0 23 May 2007
Can One Estimate The Unconditional Distribution of Post-Model-Selection Estimators? Hannes Leeb Benedikt M. Poetscher 301 363 0 12 Apr 2007