most citedSelection of variables and dimension reduction in high-dimensional non-parametric regression

42 citations · 44 across the 2 of their papers we have counts for

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math.ST2009★ 2 cited

Adaptive Dantzig density estimation

Karine Bertin, Erwan Le Pennec, Vincent Rivoirard

This paper deals with the problem of density estimation. We aim at building an estimate of an unknown density as a linear combination of functions of a dictionary. Inspired by Cand…

math.ST2008★ 42 cited

Selection of variables and dimension reduction in high-dimensional non-parametric regression

Karine Bertin, Guillaume Lecué

We consider a -penalization procedure in the non-parametric Gaussian regression model. In many concrete examples, the dimension of the input variable is very large (so…