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Confidence Sets in Sparse Regression
composite testing problem high-dimensional inference detection boundary
2012/11/22
The problem of constructing confidence sets in the high dimensional linear model with $n$ response variables and $p$ parameters, possibly $p \ge n$, is considered. Necessary and sufficient conditions ...
A Dirty Model for Multiple Sparse Regression
Terms—Multi-task Learning High-dimensional Statistics
2011/7/7
Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sp...
Structured，Sparse Regression With Application to HIV Drug Resistance
Sparse Regression Application HIV Drug Resistance
2010/3/10
We introduce a new version of forward stepwise regression. Our
modification finds solutions to regression problems where the selected
predictors appear in a structured pattern, with respect to a pre...
Sparse Regression Learning by Aggregation and Langevin Monte-Carlo
learning regression estimation logistic regression oracle inequalities sparsity prior Langevin Monte-Carlo
2010/3/18
We consider the problem of regression learning for deterministic design and independent random errors.We start by proving a sharp PAC-Bayesian type bound for the exponentially weighted aggregate (EWA)...