Optimal prediction for sparse linear models? Lower bounds for
coordinate-separable M-estimators

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Optimal prediction for sparse linear models? Lower bounds for coordinate-separable M-estimators

11 March 2015

Martin J. Wainwright

Michael I. Jordan

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Papers citing "Optimal prediction for sparse linear models? Lower bounds for coordinate-separable M-estimators"

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Title
Distributional Hardness Against Preconditioned Lasso via Erasure-Robust Designs Jonathan A. Kelner Frederic Koehler Raghu Meka Dhruv Rohatgi 45 2 0 05 Mar 2022
Grouped Variable Selection with Discrete Optimization: Computational and Statistical Perspectives Hussein Hazimeh Rahul Mazumder P. Radchenko 415 27 0 14 Apr 2021
Sparse PCA from Sparse Linear Regression Guy Bresler Sung Min Park Madalina Persu 125 10 0 25 Nov 2018
Finite-sample analysis of M-estimators using self-concordance Dmitrii Ostrovskii Francis R. Bach 77 52 0 16 Oct 2018
The noise barrier and the large signal bias of the Lasso and other convex estimators Pierre C. Bellec 63 18 0 04 Apr 2018
Maximum Regularized Likelihood Estimators: A General Prediction Theory and Applications Rui Zhuang Johannes Lederer 59 15 0 09 Oct 2017
Subset Selection with Shrinkage: Sparse Linear Modeling when the SNR is low Rahul Mazumder P. Radchenko Antoine Dedieu 436 59 0 10 Aug 2017
Approximate $l_0$ -penalized estimation of piecewise-constant signals on graphs Z. Fan Leying Guan 71 21 0 04 Mar 2017
Bayesian Sparse Linear Regression with Unknown Symmetric Error Minwoo Chae Lizhen Lin David B. Dunson 77 15 0 06 Aug 2016
Support recovery without incoherence: A case for nonconvex regularization Po-Ling Loh Martin J. Wainwright 200 169 0 17 Dec 2014