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math.ST2011
Improved Matrix Uncertainty Selector
Mathieu Rosenbaum, Alexandre B. Tsybakov
We consider the regression model with observation error in the design: y=Xθ* + e, Z=X+N. Here the random vector y in R^n and the random n*p matrix Z are observed, the n*p matrix X…
math.ST2011★ 59 cited
Sparse Estimation by Exponential Weighting
Philippe Rigollet, Alexandre B. Tsybakov
Consider a regression model with fixed design and Gaussian noise where the regression function can potentially be well approximated by a function that admits a sparse representatio…