The out-of-sample prediction error of the square-root-LASSO and related estimators

Documenti analoghi

• Sharp recovery and landscape guarantees for the nonconvex matrix LASSO
  di: McRae, Andrew D., et al.
  Pubblicazione: (2026)
• Risk reversal for least squares estimators under nested convex constraints
  di: Al-Ghattas, Omar
  Pubblicazione: (2026)
• Max-sliced Wasserstein concentration and uniform ratio bounds of empirical measures on RKHS
  di: Han, Ruiyu, et al.
  Pubblicazione: (2024)
• Low-rank matrix recovery via nonconvex optimization methods with application to errors-in-variables matrix regression
  di: Li, Xin, et al.
  Pubblicazione: (2024)
• Central Limit Theorems for Sample Average Approximations in Stochastic Optimal Control
  di: Milz, Johannes, et al.
  Pubblicazione: (2025)