Improved Matrix Uncertainty Selector

Petrov,V.V. (1995). Sums of Independent Random Variables

1995

Earlier work this paper cites.

Candès, E.J. and Tao, T. (2007). The Dantzig selector: statistical estimation when p p is much larger than n n (with discussion). The Annals of Statistics 35

2007

Earlier work this paper cites.

Lounici, K. (2008). Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators. Electronic Journal of Statistics 2

2008

Earlier work this paper cites.

Belloni, A., and Chernozhukov, V. (2011). High dimensional sparse econometric models: an introduction. In: Inverse Problems and High Dimensional Estimation, Stats in the Château 2009

2009

Earlier work this paper cites.

Bickel, P.J., Ritov, Y. and Tsybakov, A.B. (2009). Simultaneous analysis of Lasso and Dantzig selector. The Annals of Statistics 37

2009

Cited alongside, same era.

Koltchinskii, V. (2009). Dantzig selector and sparsity oracle inequalities. Bernoulli 15

2009

Cited alongside, same era.

Rosenbaum, M. and Tsybakov A.B. (2010). Sparse recovery under matrix uncertainty. The Annals of Statistics 38

2010

Cited alongside, same era.

Bunea, F., Tsybakov, A.B. and Wegkamp, M.H. (2007a). Aggregation for Gaussian regression. The Annals of Statistics 35

Cited in the paper.

Bunea, F., Tsybakov, A.B. and Wegkamp, M.H. (2007b). Sparsity oracle inequalities for the Lasso, Electronic Journal of Statistics 1

Cited in the paper.

Bühlmann, P., and S. A. van de Geer (2011). Statistics for High-Dimensional Data

2011

Closest in time.

Gautier, E. and Tsybakov, A.B (2011) High-dimensional instrumental variables regression and confidence sets. arXiv:1105.2454

Original

2011

Closest in time.

Koltchinskii, V. (2011). Oracle inequalities in empirical risk minimization and sparse recovery problems. École d’Été de Probabilités de Saint-Flour 2008. Lecture Notes in Mathematics, Vol. 2033

2033

Closest in time.