2.5k citations · 4.9k across the 53 of their papers we have counts for
5 papers · 2 filters
High-dimensional instrumental variables regression and confidence sets -- v2/2012
Eric Gautier, Alexandre B. Tsybakov
This was a revision of arXiv:1105.2454v1 from 2012. It considers a variation on the STIV estimator where, instead of one conic constraint, there are as many conic constraints as mo…
Optimal variable selection and adaptive noisy Compressed Sensing
Mohamed Ndaoud, Alexandre B. Tsybakov
In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the d…
On estimation of nonsmooth functionals of sparse normal means
Olivier Collier, Laëtitia Comminges, Alexandre B. Tsybakov
We study the problem of estimation of the value N_gamma(θ) = sum(i=1)^d |θ_i|^gamma for 0 < gamma <= 1 based on the observations y_i = θ_i + εξ_i, i = 1,...,d, where θ= (θ_1,...,θ_…
Minimax rate of testing in sparse linear regression
Alexandra Carpentier, Olivier Collier, Laëtitia Comminges +2
We consider the problem of testing the hypothesis that the parameter of linear regression model is 0 against an s-sparse alternative separated from 0 in the l2-distance. We show th…
Adaptive robust estimation in sparse vector model
Laëtitia Comminges, Olivier Collier, Mohamed Ndaoud +1
For the sparse vector model, we consider estimation of the target vector, of its L2-norm and of the noise variance. We construct adaptive estimators and establish the optimal rates…