Cover Image

Asymptotic Distribution of Low-Dimensional Patterns Induced by Non-Differentiable Regularizers under General Loss Functions

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Hejný, Ivan, Wallin, Jonas, Bogdan, Małgorzata
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory 62J07 (Primary), 62F35, 62J12 (Secondary)
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Identifying Network Hubs with the Partial Correlation Graphical LASSO
by: Bogdan, Małgorzata, et al.
Published: (2025)

Pathological Regularization Regimes in Classification Tasks
by: Wiesmann, Maximilian, et al.
Published: (2024)

Pattern recovery by SLOPE
by: Bogdan, Małgorzata, et al.
Published: (2022)

Tuning free Catoni type joint robust estimation
by: Li, Xiang, et al.
Published: (2025)

Non-asymptotic analysis of the performance of the penalized least trimmed squares in sparse models
by: Zuo, Yijun
Published: (2025)

Optimal shrinkage estimation in heteroscedastic hierarchical linear models
by: Kou, Samuel, et al.
Published: (2015)

Air-HOLP: Adaptive Regularized Feature Screening for High Dimensional Correlated Data
by: Joudah, Ibrahim, et al.
Published: (2024)

Robust Penalized Estimators for High--Dimensional Generalized Linear Models
by: Valdora, Marina, et al.
Published: (2023)

Simultaneous Heterogeneity and Reduced-rank Learning for Multivariate Response Regression
by: Wu, Jie, et al.
Published: (2025)

Sparse factor models of high dimension
by: Poignard, Benjamin, et al.
Published: (2023)

Bayesian Additive Regression Trees (BART) in Food Authenticity: A Classification Approach to Food Fraud Detection
by: Zhu, Mengxiang, et al.
Published: (2025)

Regularized least squares learning with heavy-tailed noise is minimax optimal
by: Mollenhauer, Mattes, et al.
Published: (2025)

Efficient Inference on High-Dimensional Linear Models with Missing Outcomes
by: Zhang, Yikun, et al.
Published: (2023)

Poisson Regression in one Covariate on Massive Data
by: Reuter, Torsten, et al.
Published: (2024)

A method for sparse and robust independent component analysis
by: Heinonen, Lauri, et al.
Published: (2025)

Strategic Play and Home Advantage: Coaches' Tactical Impact in Serie A
by: Angelini, Francesco, et al.
Published: (2025)

Sparse maximum likelihood estimation for regression models
by: Tsao, Min
Published: (2024)

Functional Liu Regression for Scalar-on-Functional Models in High-Dimensional Settings
by: Ashraf, Shaista, et al.
Published: (2026)

A New Formula for Faster Computation of the K-Fold Cross-Validation and Good Regularisation Parameter Values in Ridge Regression
by: Liland, Kristian Hovde, et al.
Published: (2022)

Asymptotic Theory for Graphical SLOPE: Precision Estimation and Pattern Convergence
by: Hejný, Ivan, et al.
Published: (2026)

Structure and Sensitivity in Differential Privacy: Comparing K-Norm Mechanisms
by: Awan, Jordan, et al.
Published: (2018)

Bayesian Joint Modeling of Interrater and Intrarater Reliability with Multilevel Data
by: Hawila, Nour, et al.
Published: (2024)

Diaconis-Ylvisaker prior penalized likelihood for $p/n \to κ\in (0,1)$ logistic regression
by: Sterzinger, Philipp, et al.
Published: (2023)

Projection predictive variable selection for discrete response families with finite support
by: Weber, Frank, et al.
Published: (2023)

A stochastic method to estimate a zero-inflated two-part mixed model for human microbiome data
by: Barrera, John, et al.
Published: (2025)

A penalized online sequential test of heterogeneous treatment effects for generalized linear models
by: Fang, Zhiqing, et al.
Published: (2024)

Fast Mixing of Data Augmentation Algorithms: Bayesian Probit, Logit, and Lasso Regression
by: Lee, Holden, et al.
Published: (2024)

Subbagging Variable Selection for Big Data
by: Li, Xian, et al.
Published: (2025)

Composite Lp-quantile regression, near quantile regression and the oracle model selection theory
by: Mou, Fuming Lin WEilin
Published: (2025)

Unsupervised Variable Selection for Ultrahigh-Dimensional Clustering Analysis
by: Zhang, Tonglin, et al.
Published: (2024)

Maximum smoothed likelihood method for the combination of multiple diagnostic tests, with application to the ROC estimation
by: Zheng, Fangyong, et al.
Published: (2026)

Model selection by cross-validation in an expectile linear regression
by: Bousselmi, Bilel, et al.
Published: (2026)

Low-Rank and Sparse Drift Estimation for High-Dimensional Lévy-Driven Ornstein--Uhlenbeck Processes
by: Palaisti, Marina
Published: (2026)

Optimal Design in Repeated Testing for Count Data
by: Parsamaram, Parisa, et al.
Published: (2024)

MIBoost: A gradient boosting algorithm for variable selection after multiple imputation
by: Kuchen, Robert
Published: (2025)

A Bayesian approach to functional regression: theory and computation
by: Berrendero, José R., et al.
Published: (2023)

Estimating the False Discovery Rate of Variable Selection
by: Luo, Yixiang, et al.
Published: (2024)

Penalized KLIC Model Selection for the Generalized Method of Moments in Longitudinal Data with Time-Dependent Covariates
by: Hasan, Mahmud, et al.
Published: (2026)

Subspace decompositions for association structure learning in multivariate categorical response regression
by: Zhao, Hongru, et al.
Published: (2024)

Online Generalized Method of Moments for Time Series
by: Leung, Man Fung, et al.
Published: (2025)