Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models

1 August 2014

Papers citing "Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models"

11 / 11 papers shown

Title
Pivotal estimation in high-dimensional regression via linear programming Eric Gautier Alexandre B. Tsybakov 60 23 0 28 Mar 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
Orthogonal Matching Pursuit with Noisy and Missing Data: Low and High Dimensional Results Yudong Chen Constantine Caramanis 47 17 0 05 Jun 2012
Improved Matrix Uncertainty Selector M. Rosenbaum Alexandre B. Tsybakov 74 66 0 19 Dec 2011
High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity Po-Ling Loh Martin J. Wainwright 106 560 0 16 Sep 2011
Pivotal estimation via square-root Lasso in nonparametric regression A. Belloni Victor Chernozhukov Lie Wang 147 152 0 07 May 2011
Oracle Inequalities and Optimal Inference under Group Sparsity Karim Lounici Massimiliano Pontil Alexandre B. Tsybakov Sara van de Geer 243 382 0 11 Jul 2010
Exponential Screening and optimal rates of sparse estimation Philippe Rigollet Alexandre B. Tsybakov 164 242 0 12 Mar 2010
Sparse recovery under matrix uncertainty M. Rosenbaum Alexandre B. Tsybakov 122 167 0 15 Dec 2008
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators Karim Lounici 288 241 0 30 Jan 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 388 2,527 0 07 Jan 2008