Bounds on the prediction error of penalized least squares estimators with convex penalty

21 September 2016

Papers citing "Bounds on the prediction error of penalized least squares estimators with convex penalty"

21 / 21 papers shown

Title
Simultaneous analysis of approximate leave-one-out cross-validation and mean-field inference Pierre C Bellec 114 0 0 05 Jan 2025
Noise Covariance Estimation in Multi-Task High-dimensional Linear Models Kai Tan Gabriel Romon Pierre C. Bellec 79 5 0 15 Jun 2022
Chi-square and normal inference in high-dimensional multi-task regression Pierre C. Bellec Gabriel Romon 60 3 0 16 Jul 2021
Out-of-sample error estimate for robust M-estimators with convex penalty Pierre C. Bellec 129 17 0 26 Aug 2020
De-biasing convex regularized estimators and interval estimation in linear models Pierre C. Bellec Cun-Hui Zhang 128 20 0 26 Dec 2019
Lasso in infinite dimension: application to variable selection in functional multivariate linear regression A. Roche 61 1 0 29 Mar 2019
De-Biasing The Lasso With Degrees-of-Freedom Adjustment Pierre C. Bellec Cun-Hui Zhang 59 28 0 24 Feb 2019
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
The noise barrier and the large signal bias of the Lasso and other convex estimators Pierre C. Bellec 63 18 0 04 Apr 2018
Finite sample improvement of Akaike's Information Criterion Adrien Saumard F. Navarro 89 3 0 06 Mar 2018
Asymptotic Confidence Regions for High-dimensional Structured Sparsity Benjamin Stucky Sara van de Geer 51 12 0 28 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
Empirical Risk Minimization as Parameter Choice Rule for General Linear Regularization Methods Housen Li Frank Werner 30 11 0 22 Mar 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 79 5 0 03 Mar 2017
A concentration inequality for the excess risk in least-squares regression with random design and heteroscedastic noise Adrien Saumard 49 4 0 16 Feb 2017
Towards the study of least squares estimators with convex penalty Pierre C. Bellec Guillaume Lecué Alexandre B. Tsybakov 227 11 0 31 Jan 2017
On cross-validated Lasso in high dimensions Denis Chetverikov Z. Liao Victor Chernozhukov 109 82 0 07 May 2016
Semi-parametric efficiency bounds for high-dimensional models Jana Janková Sara van de Geer 95 42 0 05 Jan 2016
Concentration behavior of the penalized least squares estimator Alan Muro Sara van de Geer 41 10 0 27 Nov 2015