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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
Estimation of the $l_2$ -norm and testing in sparse linear regression with unknown variance Alexandra Carpentier O. Collier L. Comminges Alexandre B. Tsybakov Yuhao Wang 45 9 0 26 Oct 2020
Adversarial Robust Low Rank Matrix Estimation: Compressed Sensing and Matrix Completion Takeyuki Sasai Hironori Fujisawa 116 0 0 25 Oct 2020
Scaled minimax optimality in high-dimensional linear regression: A non-convex algorithmic regularization approach M. Ndaoud 78 11 0 27 Aug 2020
Structural Inference in Sparse High-Dimensional Vector Autoregressions J. Krampe E. Paparoditis Carsten Trenkler 38 7 0 30 Jul 2020
The Lasso with general Gaussian designs with applications to hypothesis testing Michael Celentano Andrea Montanari Yuting Wei 129 64 0 27 Jul 2020
Canonical thresholding for non-sparse high-dimensional linear regression I. Silin Jianqing Fan 43 5 0 24 Jul 2020
Fast OSCAR and OWL Regression via Safe Screening Rules Runxue Bao Bin Gu Heng-Chiao Huang 80 40 0 29 Jun 2020
Sparse recovery by reduced variance stochastic approximation A. Juditsky A. Kulunchakov Hlib Tsyntseus 48 7 0 11 Jun 2020
Computationally efficient sparse clustering Matthias Löffler Alexander S. Wein Afonso S. Bandeira 66 16 0 21 May 2020
Robust estimation with Lasso when outputs are adversarially contaminated Takeyuki Sasai Hironori Fujisawa 88 8 0 13 Apr 2020
Multiclass classification by sparse multinomial logistic regression F. Abramovich V. Grinshtein Tomer Levy 59 25 0 04 Mar 2020
Source Separation with Deep Generative Priors V. Jayaram John Thickstun 92 40 0 19 Feb 2020
Generalization Bounds for High-dimensional M-estimation under Sparsity Constraint Xiao-Tong Yuan Ping Li 70 2 0 20 Jan 2020
De-biasing convex regularized estimators and interval estimation in linear models Pierre C. Bellec Cun-Hui Zhang 128 20 0 26 Dec 2019
An error bound for Lasso and Group Lasso in high dimensions Antoine Dedieu 65 3 0 21 Dec 2019
Iterative Algorithm for Discrete Structure Recovery Chao Gao A. Zhang 500 32 0 04 Nov 2019
ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels Chinot Geoffrey 74 13 0 24 Oct 2019
Structure Learning of Gaussian Markov Random Fields with False Discovery Rate Control Sangkyun Lee P. Sobczyk M. Bogdan 21 9 0 24 Oct 2019
Improved error rates for sparse (group) learning with Lipschitz loss functions Antoine Dedieu 21 3 0 20 Oct 2019
First order expansion of convex regularized estimators Pierre C. Bellec Arun K. Kuchibhotla 52 3 0 12 Oct 2019
Does SLOPE outperform bridge regression? Shuaiwen Wang Haolei Weng A. Maleki 89 20 0 20 Sep 2019
Adaptive Bayesian SLOPE -- High-dimensional Model Selection with Missing Values Wei Jiang M. Bogdan Julie Josse B. Miasojedow Veronika Rockova Traumabase Group 74 9 0 14 Sep 2019
On the asymptotic properties of SLOPE Michał Kos M. Bogdan 47 19 0 23 Aug 2019
Single Point Transductive Prediction Nilesh Tripuraneni Lester W. Mackey 57 6 0 06 Aug 2019
Algorithmic Analysis and Statistical Estimation of SLOPE via Approximate Message Passing Zhiqi Bu Jason M. Klusowski Cynthia Rush Weijie Su 81 44 0 17 Jul 2019
Multiple Testing and Variable Selection along the path of the Least Angle Regression Jean-marc Azais Yohann De Castro 48 1 0 28 Jun 2019
Approximate separability of symmetrically penalized least squares in high dimensions: characterization and consequences Michael Celentano 55 4 0 25 Jun 2019
Estimation Rates for Sparse Linear Cyclic Causal Models Jan-Christian Hütter Philippe Rigollet CML 57 3 0 08 Jun 2019
Nonregular and Minimax Estimation of Individualized Thresholds in High Dimension with Binary Responses Huijie Feng Y. Ning Jiwei Zhao 14 6 0 26 May 2019
Robust high dimensional learning for Lipschitz and convex losses Geoffrey Chinot Guillaume Lecué M. Lerasle 55 18 0 10 May 2019
$Outlier-robust estimation of a sparse linear model using $\ell_1$-penalized Huber's $M$-estimator$ Outlier-robust estimation of a sparse linear model using $\ell_1$ -penalized Huber's $M$ -estimator A. Dalalyan Philip Thompson 67 68 0 12 Apr 2019
Lasso in infinite dimension: application to variable selection in functional multivariate linear regression A. Roche 74 1 0 29 Mar 2019
SLOPE for Sparse Linear Regression:Asymptotics and Optimal Regularization Hong Hu Yue M. Lu 58 2 0 27 Mar 2019
A sparse semismooth Newton based proximal majorization-minimization algorithm for nonconvex square-root-loss regression problems Peipei Tang Chengjing Wang Defeng Sun Kim-Chuan Toh 35 22 0 27 Mar 2019
Estimation of a regular conditional functional by conditional U-statistics regression A. Derumigny 32 3 0 26 Mar 2019
Fundamental Barriers to High-Dimensional Regression with Convex Penalties Michael Celentano Andrea Montanari 98 48 0 25 Mar 2019
De-Biasing The Lasso With Degrees-of-Freedom Adjustment Pierre C. Bellec Cun-Hui Zhang 65 28 0 24 Feb 2019
Robust learning and complexity dependent bounds for regularized problems Geoffrey Chinot 52 2 0 06 Feb 2019
Solving L1-regularized SVMs and related linear programs: Revisiting the effectiveness of Column and Constraint Generation Antoine Dedieu Rahul Mazumder Haoyue Wang 46 8 0 06 Jan 2019
A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning Joon Kwon Guillaume Lecué M. Lerasle 43 2 0 06 Dec 2018
Second order Stein: SURE for SURE and other applications in high-dimensional inference Pierre C. Bellec Cun-Hui Zhang 71 34 0 09 Nov 2018
Interplay of minimax estimation and minimax support recovery under sparsity M. Ndaoud 108 15 0 12 Oct 2018
Error bounds for sparse classifiers in high-dimensions Antoine Dedieu 84 7 0 07 Oct 2018
Optimal variable selection and adaptive noisy Compressed Sensing M. Ndaoud Alexandre B. Tsybakov 277 24 0 10 Sep 2018
Minimax regularization Raphaël Deswarte Guillaume Lecué 20 0 0 17 May 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
Optimal link prediction with matrix logistic regression Nicolai Baldin Quentin Berthet 64 17 0 19 Mar 2018
About Kendall's regression A. Derumigny J. Fermanian 37 8 0 21 Feb 2018
Adaptive robust estimation in sparse vector model L. Comminges O. Collier M. Ndaoud Alexandre B. Tsybakov 116 16 0 12 Feb 2018
Sorted Concave Penalized Regression Long Feng Cun-Hui Zhang 48 15 0 28 Dec 2017