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Slope meets Lasso: improved oracle bounds and optimality

27 May 2016

Pierre C. Bellec

Guillaume Lecué

Alexandre B. Tsybakov

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Papers citing "Slope meets Lasso: improved oracle bounds and optimality"

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Title
Proximal Operators of Sorted Nonconvex Penalties Anne Gagneux Mathurin Massias Emmanuel Soubies 15 0 0 18 Jun 2025
Heavy Lasso: sparse penalized regression under heavy-tailed noise via data-augmented soft-thresholding Tien Mai 25 0 0 09 Jun 2025
High-dimensional Bayesian Tobit regression for censored response with Horseshoe prior Tien Mai 57 2 0 13 May 2025
Mallows-type model averaging: Non-asymptotic analysis and all-subset combination Jingfu Peng MoMe 158 0 0 05 May 2025
A sparse PAC-Bayesian approach for high-dimensional quantile prediction The Tien Mai 74 3 0 03 Sep 2024
Sparse Linear Regression when Noises and Covariates are Heavy-Tailed and Contaminated by Outliers Takeyuki Sasai Hironori Fujisawa 135 0 0 02 Aug 2024
Concentration of a sparse Bayesian model with Horseshoe prior in estimating high-dimensional precision matrix The Tien Mai 67 4 0 20 Jun 2024
High-probability minimax lower bounds Tianyi Ma K. A. Verchand R. Samworth 89 1 0 19 Jun 2024
Profiled Transfer Learning for High Dimensional Linear Model Ziqian Lin Junlong Zhao Fang Wang Han Wang 82 1 0 02 Jun 2024
Adaptive posterior concentration rates for sparse high-dimensional linear regression with random design and unknown error variance The Tien Mai 64 0 0 29 May 2024
High-dimensional (Group) Adversarial Training in Linear Regression Yiling Xie Xiaoming Huo 100 2 0 22 May 2024
A note on the minimax risk of sparse linear regression Yilin Guo Shubhangi Ghosh Haolei Weng A. Maleki 68 2 0 08 May 2024
Statistical learning by sparse deep neural networks Felix Abramovich BDL 77 1 0 15 Nov 2023
Adaptive and non-adaptive minimax rates for weighted Laplacian-eigenmap based nonparametric regression Zhaoyang Shi Krishnakumar Balasubramanian W. Polonik 67 2 0 31 Oct 2023
High-Dimensional Statistics Philippe Rigollet Jan-Christian Hütter 53 0 0 30 Oct 2023
Covariance Operator Estimation: Sparsity, Lengthscale, and Ensemble Kalman Filters Omar Al Ghattas Jiaheng Chen D. Sanz-Alonso Nathan Waniorek 69 5 0 25 Oct 2023
Sharp minimax optimality of LASSO and SLOPE under double sparsity assumption Zhifan Li Yanhang Zhang J. Yin 71 4 0 18 Aug 2023
Computationally Efficient and Statistically Optimal Robust High-Dimensional Linear Regression Yinan Shen Jingyang Li Jian-Feng Cai Dong Xia 61 1 0 10 May 2023
A minimax optimal approach to high-dimensional double sparse linear regression Yanhang Zhang Zhifan Li J. Yin 57 6 0 07 May 2023
Slow Kill for Big Data Learning Yiyuan She Jianhui Shen Adrian Barbu 71 3 0 02 May 2023
Estimation of sparse linear regression coefficients under $L$ -subexponential covariates Takeyuki Sasai 85 0 0 24 Apr 2023
Weak pattern convergence for SLOPE and its robust versions Ivan Hejný J. Wallin M. Bogdan 86 1 0 20 Mar 2023
Stepdown SLOPE for Controlled Feature Selection Jingxuan Liang Hao Chen Xuelin Zhang Weifu Li Xin Tang 127 0 0 21 Feb 2023
Robust Linear Regression: Gradient-descent, Early-stopping, and Beyond M. Scetbon Elvis Dohmatob AAML 50 3 0 31 Jan 2023
Statistical Inference and Large-scale Multiple Testing for High-dimensional Regression Models T. Tony Cai Zijian Guo Yin Xia 106 7 0 25 Jan 2023
Uncertainty quantification for sparse Fourier recovery F. Hoppe Felix Krahmer C. M. Verdun Marion I. Menzel Holger Rauhut 97 7 0 30 Dec 2022
Retire: Robust Expectile Regression in High Dimensions Rebeka Man Kean Ming Tan Zian Wang Wen-Xin Zhou 62 9 0 11 Dec 2022
Classification by sparse generalized additive models F. Abramovich 77 5 0 04 Dec 2022
Robust and Tuning-Free Sparse Linear Regression via Square-Root Slope Stanislav Minsker M. Ndaoud Lan Wang 108 8 0 30 Oct 2022
Outlier Robust and Sparse Estimation of Linear Regression Coefficients Takeyuki Sasai Hironori Fujisawa 89 4 0 24 Aug 2022
Group SLOPE Penalized Low-Rank Tensor Regression Yang Chen Ziyan Luo 48 2 0 24 Aug 2022
Robust Methods for High-Dimensional Linear Learning Ibrahim Merad Stéphane Gaïffas OOD 91 3 0 10 Aug 2022
Robust and Sparse Estimation of Linear Regression Coefficients with Heavy-tailed Noises and Covariates Takeyuki Sasai 75 4 0 15 Jun 2022
On Lasso and Slope drift estimators for Lévy-driven Ornstein--Uhlenbeck processes Niklas Dexheimer Claudia Strauch 68 7 0 16 May 2022
Generalization Error Bounds for Multiclass Sparse Linear Classifiers Tomer Levy F. Abramovich 66 5 0 13 Apr 2022
Pattern recovery by SLOPE M. Bogdan Xavier Dupuis P. Graczyk Bartosz Kołodziejek T. Skalski P. Tardivel Maciej Wilczyñski 90 8 0 22 Mar 2022
Stability and Risk Bounds of Iterative Hard Thresholding Xiao-Tong Yuan P. Li 61 13 0 17 Mar 2022
High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization Kean Ming Tan Lan Wang Wen-Xin Zhou 66 58 0 12 Sep 2021
A note on sharp oracle bounds for Slope and Lasso Zhiyong Zhou 39 0 0 23 Jul 2021
A proximal-proximal majorization-minimization algorithm for nonconvex tuning-free robust regression problems Peipei Tang Chengjing Wang Bo Jiang 41 2 0 25 Jun 2021
On the Power of Preconditioning in Sparse Linear Regression Jonathan A. Kelner Frederic Koehler Raghu Meka Dhruv Rohatgi 47 17 0 17 Jun 2021
Characterizing the SLOPE Trade-off: A Variational Perspective and the Donoho-Tanner Limit Zhiqi Bu Jason M. Klusowski Cynthia Rush Weijie J. Su 38 8 0 27 May 2021
Grouped Variable Selection with Discrete Optimization: Computational and Statistical Perspectives Hussein Hazimeh Rahul Mazumder P. Radchenko 417 27 0 14 Apr 2021
A New Perspective on Debiasing Linear Regressions Yufei Yi Matey Neykov 80 2 0 08 Apr 2021
Efficient Designs of SLOPE Penalty Sequences in Finite Dimension Yiliang Zhang Zhiqi Bu 37 4 0 14 Feb 2021
Outlier-robust sparse/low-rank least-squares regression and robust matrix completion Philip Thompson 89 9 0 12 Dec 2020
Sample-Efficient L0-L2 Constrained Structure Learning of Sparse Ising Models Antoine Dedieu Miguel Lázaro-Gredilla Dileep George 62 5 0 03 Dec 2020
Optimal and Safe Estimation for High-Dimensional Semi-Supervised Learning Siyi Deng Y. Ning Jiwei Zhao Heping Zhang 62 9 0 28 Nov 2020
Stochastic Hard Thresholding Algorithms for AUC Maximization Zhenhuan Yang Baojian Zhou Yunwen Lei Yiming Ying 75 3 0 04 Nov 2020
An Exact Solution Path Algorithm for SLOPE and Quasi-Spherical OSCAR S. Nomura 43 4 0 29 Oct 2020