Moving Beyond Sub-Gaussianity in High-Dimensional Statistics: Applications in Covariance Estimation and Linear Regression

8 April 2018

Papers citing "Moving Beyond Sub-Gaussianity in High-Dimensional Statistics: Applications in Covariance Estimation and Linear Regression"

25 / 25 papers shown

Title
Weighted Random Dot Product Graphs Bernardo Marenco P. Bermolen Marcelo Fiori Federico Larroca Gonzalo Mateos 68 1 0 06 May 2025
Concentration Inequalities for Statistical Inference Huiming Zhang Songxi Chen 114 63 0 24 Feb 2025
On the best approximation by finite Gaussian mixtures Yun Ma Yihong Wu Pengkun Yang 52 1 0 13 Apr 2024
A Theory of Non-Linear Feature Learning with One Gradient Step in Two-Layer Neural Networks Behrad Moniri Donghwan Lee Hamed Hassani Yan Sun MLT 71 21 0 11 Oct 2023
Reluctant Interaction Modeling Guo Yu Jacob Bien Robert Tibshirani 33 20 0 19 Jul 2019
Convergence rates of least squares regression estimators with heavy-tailed errors Q. Han J. Wellner 41 45 0 07 Jun 2017
The Bennett-Orlicz norm J. Wellner 30 16 0 06 Mar 2017
On the estimation of the mean of a random vector Émilien Joly Gábor Lugosi R. Oliveira 41 39 0 19 Jul 2016
Central Limit Theorems and Bootstrap in High Dimensions Victor Chernozhukov Denis Chetverikov Kengo Kato 62 312 0 11 Dec 2014
On higher order isotropy conditions and lower bounds for sparse quadratic forms Sara van de Geer Alan Muro 122 29 0 23 May 2014
Sparse recovery under weak moment assumptions Guillaume Lecué S. Mendelson 140 98 0 09 Jan 2014
The lower tail of random quadratic forms, with applications to ordinary least squares and restricted eigenvalue properties R. Oliveira 70 101 0 10 Dec 2013
Gaussian approximation of suprema of empirical processes Victor Chernozhukov Denis Chetverikov Kengo Kato 100 296 0 31 Dec 2012
Adaptive covariance matrix estimation through block thresholding By T. Tony Cai M. Yuan 76 129 0 02 Nov 2012
Nonparametric regression with nonparametrically generated covariates E. Mammen C. Rothe M. Schienle 43 125 0 24 Jul 2012
New concentration inequalities for suprema of empirical processes Johannes Lederer Sara van de Geer 51 33 0 15 Nov 2011
High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity Po-Ling Loh Martin J. Wainwright 103 560 0 16 Sep 2011
A local maximal inequality under uniform entropy A. van der Vaart J. Wellner 59 80 0 26 Dec 2010
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 312 1,377 0 13 Oct 2010
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 123 672 0 28 Sep 2010
How close is the sample covariance matrix to the actual covariance matrix? Roman Vershynin 105 286 0 20 Apr 2010
$Minimax rates of estimation for high-dimensional linear regression over $\ell_q$-balls$ Minimax rates of estimation for high-dimensional linear regression over $\ell_q$ -balls Garvesh Raskutti Martin J. Wainwright Bin Yu 174 575 0 11 Oct 2009
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 226 729 0 05 Oct 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 165 1,270 0 20 Jan 2009
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 365 2,527 0 07 Jan 2008