Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

31 December 2012

Papers citing "Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors"

12 / 12 papers shown

Title
Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning S. Samsonov Eric Moulines Qi-Man Shao Zhuo-Song Zhang Alexey Naumov 63 5 0 26 May 2024
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 96 224 0 21 Jan 2013
Gaussian approximation of suprema of empirical processes Victor Chernozhukov Denis Chetverikov Kengo Kato 102 296 0 31 Dec 2012
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 123 672 0 28 Sep 2010
Shape Constrained Regularisation by Statistical Multiresolution for Inverse Problems: Asymptotic Analysis K. Frick Philipp Marnitz Axel Munk 169 16 0 17 Mar 2010
Confidence bands in density estimation Evarist Giné Richard Nickl 196 176 0 25 Feb 2010
The Dantzig selector and sparsity oracle inequalities V. Koltchinskii 197 133 0 04 Sep 2009
Intersection Bounds: Estimation and Inference Victor Chernozhukov S. Lee A. Rosen 163 444 0 20 Jul 2009
Generalization of l1 constraints for high dimensional regression problems Pierre Alquier Mohamed Hebiri 79 13 0 01 Nov 2008
$On Verifiable Sufficient Conditions for Sparse Signal Recovery via $\ell_1$ Minimization$ On Verifiable Sufficient Conditions for Sparse Signal Recovery via $\ell_1$ Minimization A. Juditsky A. Nemirovski 133 142 0 16 Sep 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 365 2,527 0 07 Jan 2008
Some nonasymptotic results on resampling in high dimension, I: Confidence regions, II: Multiple tests Sylvain Arlot Gilles Blanchard Étienne Roquain 118 23 0 05 Dec 2007