6.4k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- ETH ZurichCH70 papers
- Centre de Recherche en Économie et StatistiqueFR4 papers
- Max Planck Institute for Intelligent SystemsDE4 papers
- University of ZurichCH4 papers
- Centre National de la Recherche ScientifiqueFR3 papers
- University of BernCH3 papers
- Carnegie Mellon UniversityUS2 papers
- Delft University of TechnologyNL2 papers
- Heidelberg UniversityDE2 papers
- Institute for Biomedical EngineeringCH2 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR2 papers
- Ludwig-Maximilians-Universität MünchenDE2 papers
4 papers · 1 filter
A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees
Michaël Chichignoud, Johannes Lederer, Martin Wainwright
We introduce a novel scheme for choosing the regularization parameter in high-dimensional linear regression with Lasso. This scheme, inspired by Lepski's method for bandwidth selec…
Confidence intervals for high-dimensional inverse covariance estimation
Jana Jankova, Sara van de Geer
We propose methodology for statistical inference for low-dimensional parameters of sparse precision matrices in a high-dimensional setting. Our method leads to a non-sparse estimat…
On the Prediction Performance of the Lasso
Arnak S. Dalalyan, Mohamed Hebiri, Johannes Lederer
Although the Lasso has been extensively studied, the relationship between its prediction performance and the correlations of the covariates is not fully understood. In this paper,…
Quantifying identifiability in independent component analysis
Alexander Sokol, Marloes H. Maathuis, Benjamin Falkeborg
We are interested in consistent estimation of the mixing matrix in the ICA model, when the error distribution is close to (but different from) Gaussian. In particular, we consider…