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Optimal prediction for sparse linear models? Lower bounds for
  coordinate-separable M-estimators
v1v2 (latest)

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

11 March 2015
Yuchen Zhang
Martin J. Wainwright
Sai Li
ArXiv (abs)PDFHTML

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

22 / 22 papers shown
Sparse Linear Regression is Easy on Random Supports
Sparse Linear Regression is Easy on Random Supports
Gautam Chandrasekaran
Raghu Meka
Konstantinos Stavropoulos
134
0
0
09 Nov 2025
Sharp Risk Bounds for Early-Stopping in Gaussian Linear Regression
Sharp Risk Bounds for Early-Stopping in Gaussian Linear Regression
Tobias Wegel
Gil Kur
Patrick Rebeschini
337
0
0
05 Mar 2025
On the Efficiency of ERM in Feature Learning
On the Efficiency of ERM in Feature LearningNeural Information Processing Systems (NeurIPS), 2024
Ayoub El Hanchi
Chris J. Maddison
Murat A. Erdogdu
387
1
0
18 Nov 2024
Lasso with Latents: Efficient Estimation, Covariate Rescaling, and
  Computational-Statistical Gaps
Lasso with Latents: Efficient Estimation, Covariate Rescaling, and Computational-Statistical Gaps
Jonathan A. Kelner
Frederic Koehler
Raghu Meka
Dhruv Rohatgi
308
5
0
23 Feb 2024
Feature Adaptation for Sparse Linear Regression
Feature Adaptation for Sparse Linear RegressionNeural Information Processing Systems (NeurIPS), 2023
Jonathan A. Kelner
Frederic Koehler
Raghu Meka
Dhruv Rohatgi
258
9
0
26 May 2023
Semi-Random Sparse Recovery in Nearly-Linear Time
Semi-Random Sparse Recovery in Nearly-Linear TimeAnnual Conference Computational Learning Theory (COLT), 2022
Jonathan A. Kelner
Jungshian Li
Allen Liu
Aaron Sidford
Kevin Tian
269
18
0
08 Mar 2022
Distributional Hardness Against Preconditioned Lasso via Erasure-Robust
  Designs
Distributional Hardness Against Preconditioned Lasso via Erasure-Robust Designs
Jonathan A. Kelner
Frederic Koehler
Raghu Meka
Dhruv Rohatgi
251
2
0
05 Mar 2022
Recovering lost and absent information in temporal networks
Recovering lost and absent information in temporal networks
James P. Bagrow
Sune Lehmann
182
1
0
22 Jul 2021
On the Power of Preconditioning in Sparse Linear Regression
On the Power of Preconditioning in Sparse Linear Regression
Jonathan A. Kelner
Frederic Koehler
Raghu Meka
Dhruv Rohatgi
281
19
0
17 Jun 2021
Grouped Variable Selection with Discrete Optimization: Computational and
  Statistical Perspectives
Grouped Variable Selection with Discrete Optimization: Computational and Statistical PerspectivesAnnals of Statistics (Ann. Stat.), 2021
Hussein Hazimeh
Rahul Mazumder
P. Radchenko
699
34
0
14 Apr 2021
Accuracy-Memory Tradeoffs and Phase Transitions in Belief Propagation
Accuracy-Memory Tradeoffs and Phase Transitions in Belief PropagationAnnual Conference Computational Learning Theory (COLT), 2019
Vishesh Jain
Frederic Koehler
Jingbo Liu
Elchanan Mossel
437
5
0
24 May 2019
Sparse PCA from Sparse Linear Regression
Sparse PCA from Sparse Linear RegressionNeural Information Processing Systems (NeurIPS), 2018
Guy Bresler
Sung Min Park
Madalina Persu
360
11
0
25 Nov 2018
Finite-sample analysis of M-estimators using self-concordance
Finite-sample analysis of M-estimators using self-concordance
Dmitrii Ostrovskii
Francis R. Bach
287
61
0
16 Oct 2018
Between hard and soft thresholding: optimal iterative thresholding
  algorithms
Between hard and soft thresholding: optimal iterative thresholding algorithmsInformation and Inference A Journal of the IMA (JIII), 2018
Haoyang Liu
Rina Foygel Barber
295
64
0
24 Apr 2018
The noise barrier and the large signal bias of the Lasso and other
  convex estimators
The noise barrier and the large signal bias of the Lasso and other convex estimators
Pierre C. Bellec
471
20
0
04 Apr 2018
Maximum Regularized Likelihood Estimators: A General Prediction Theory
  and Applications
Maximum Regularized Likelihood Estimators: A General Prediction Theory and Applications
Rui Zhuang
Johannes Lederer
349
16
0
09 Oct 2017
Subset Selection with Shrinkage: Sparse Linear Modeling when the SNR is
  low
Subset Selection with Shrinkage: Sparse Linear Modeling when the SNR is lowOperational Research (OR), 2017
Rahul Mazumder
P. Radchenko
Antoine Dedieu
816
66
0
10 Aug 2017
Approximate $l_0$-penalized estimation of piecewise-constant signals on
  graphs
Approximate l0l_0l0​-penalized estimation of piecewise-constant signals on graphs
Z. Fan
Leying Guan
280
22
0
04 Mar 2017
Optimistic lower bounds for convex regularized least-squares
Optimistic lower bounds for convex regularized least-squares
Pierre C. Bellec
406
5
0
03 Mar 2017
Bayesian Sparse Linear Regression with Unknown Symmetric Error
Bayesian Sparse Linear Regression with Unknown Symmetric Error
Minwoo Chae
Lizhen Lin
David B. Dunson
404
17
0
06 Aug 2016
Support recovery without incoherence: A case for nonconvex
  regularization
Support recovery without incoherence: A case for nonconvex regularization
Po-Ling Loh
Martin J. Wainwright
417
180
0
17 Dec 2014
On Bayes Risk Lower Bounds
On Bayes Risk Lower BoundsJournal of machine learning research (JMLR), 2014
Xinyu Chen
Adityanand Guntuboyina
Yuchen Zhang
642
50
0
02 Oct 2014
1
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