57 citations · 134 across the 21 of their papers we have counts for
Showing 2011 · math.STShow all
2 papers · 2 filters
math.ST2011
High-dimensional regression with unknown variance
Christophe Giraud, Sylvie Huet, Nicolas Verzelen
We review recent results for high-dimensional sparse linear regression in the practical case of unknown variance. Different sparsity settings are covered, including coordinate-spar…
math.ST2011★ 3 cited
A pseudo-RIP for multivariate regression
Christophe Giraud
We give a suitable RI-Property under which recent results for trace regression translate into strong risk bounds for multivariate regression. This pseudo-RIP is compatible with the…