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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"

23 / 123 papers shown

Title
High-dimensional robust regression and outliers detection with SLOPE Alain Virouleau Agathe Guilloux Stéphane Gaïffas M. Bogdan 83 9 0 07 Dec 2017
Robust machine learning by median-of-means : theory and practice Guillaume Lecué M. Lerasle OOD 193 156 0 28 Nov 2017
Subset Selection with Shrinkage: Sparse Linear Modeling when the SNR is low Rahul Mazumder P. Radchenko Antoine Dedieu 439 59 0 10 Aug 2017
Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process Stéphane Gaïffas Gustaw Matulewicz 96 27 0 10 Jul 2017
High-dimensional classification by sparse logistic regression F. Abramovich V. Grinshtein 59 56 0 26 Jun 2017
Adaptive Huber Regression Qiang Sun Wen-Xin Zhou Jianqing Fan 188 281 0 21 Jun 2017
A sharp oracle inequality for Graph-Slope Pierre C. Bellec Joseph Salmon Samuel Vaiter 89 2 0 21 Jun 2017
Localized Gaussian width of $M$ -convex hulls with applications to Lasso and convex aggregation Pierre C. Bellec 51 17 0 30 May 2017
Penalized Estimation in Additive Regression with High-Dimensional Data Z. Tan Cun-Hui Zhang 41 5 0 24 Apr 2017
Improved bounds for Square-Root Lasso and Square-Root Slope A. Derumigny 269 26 0 08 Mar 2017
Optimistic lower bounds for convex regularized least-squares Pierre C. Bellec 92 5 0 03 Mar 2017
A concentration inequality for the excess risk in least-squares regression with random design and heteroscedastic noise Adrien Saumard 56 4 0 16 Feb 2017
Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions Pierre Alquier V. Cottet Guillaume Lecué 257 61 0 05 Feb 2017
Towards the study of least squares estimators with convex penalty Pierre C. Bellec Guillaume Lecué Alexandre B. Tsybakov 229 11 0 31 Jan 2017
Regularization, sparse recovery, and median-of-means tournaments Gábor Lugosi S. Mendelson 83 47 0 15 Jan 2017
Learning from MOM's principles: Le Cam's approach Lecué Guillaume Lerasle Matthieu 114 52 0 08 Jan 2017
Minimax Optimal Estimation in Partially Linear Additive Models under High Dimension Zhuqing Yu M. Levine Guang Cheng 56 5 0 18 Dec 2016
On the Exponentially Weighted Aggregate with the Laplace Prior A. Dalalyan Edwin Grappin Q. Paris 49 19 0 25 Nov 2016
Bounds on the prediction error of penalized least squares estimators with convex penalty Pierre C. Bellec Alexandre B. Tsybakov 137 43 0 21 Sep 2016
The Bayesian SLOPE A. Sepehri 63 3 0 31 Aug 2016
Oracle Inequalities for High-dimensional Prediction Johannes Lederer Lu Yu Irina Gaynanova 108 24 0 01 Aug 2016
On the prediction loss of the lasso in the partially labeled setting Pierre C. Bellec A. Dalalyan Edwin Grappin Q. Paris 89 31 0 20 Jun 2016
A Tight Bound of Hard Thresholding Jie Shen Ping Li 85 93 0 05 May 2016