Han, Qiyang Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions. (English) Zbl 07783512 Ann. Stat. 51, No. 4, 1611-1638 (2023). MSC: 62G08 60F05 62G10 62E17 PDFBibTeX XMLCite \textit{Q. Han}, Ann. Stat. 51, No. 4, 1611--1638 (2023; Zbl 07783512) Full Text: DOI arXiv Link
Szabó, Botond; Vuursteen, Lasse; van Zanten, Harry Optimal high-dimensional and nonparametric distributed testing under communication constraints. (English) Zbl 07732734 Ann. Stat. 51, No. 3, 909-934 (2023). MSC: 62G10 62F30 62F03 PDFBibTeX XMLCite \textit{B. Szabó} et al., Ann. Stat. 51, No. 3, 909--934 (2023; Zbl 07732734) Full Text: DOI arXiv Link
Wang, Di; Tsay, Ruey S. Rate-optimal robust estimation of high-dimensional vector autoregressive models. (English) Zbl 07714183 Ann. Stat. 51, No. 2, 846-877 (2023). MSC: 62M10 62F35 62J07 PDFBibTeX XMLCite \textit{D. Wang} and \textit{R. S. Tsay}, Ann. Stat. 51, No. 2, 846--877 (2023; Zbl 07714183) Full Text: DOI arXiv
Belloni, Alexandre; Chen, Mingli; Padilla, Oscar Hernan Madrid; Wang, Zixuan (Kevin) High-dimensional latent panel quantile regression with an application to asset pricing. (English) Zbl 07684006 Ann. Stat. 51, No. 1, 96-121 (2023). MSC: 62A99 PDFBibTeX XMLCite \textit{A. Belloni} et al., Ann. Stat. 51, No. 1, 96--121 (2023; Zbl 07684006) Full Text: DOI arXiv
Chinot, Geoffrey; Löffler, Matthias; De Geer, Sara van On the robustness of minimum norm interpolators and regularized empirical risk minimizers. (English) Zbl 07610772 Ann. Stat. 50, No. 4, 2306-2333 (2022). MSC: 62J05 65F45 PDFBibTeX XMLCite \textit{G. Chinot} et al., Ann. Stat. 50, No. 4, 2306--2333 (2022; Zbl 07610772) Full Text: DOI arXiv
Feng, Huijie; Ning, Yang; Zhao, Jiwei Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses. (English) Zbl 07610771 Ann. Stat. 50, No. 4, 2284-2305 (2022). MSC: 62C20 62Fxx PDFBibTeX XMLCite \textit{H. Feng} et al., Ann. Stat. 50, No. 4, 2284--2305 (2022; Zbl 07610771) Full Text: DOI arXiv
Mourtada, Jaouad Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices. (English) Zbl 1500.62002 Ann. Stat. 50, No. 4, 2157-2178 (2022). MSC: 62C20 62J05 60B20 PDFBibTeX XMLCite \textit{J. Mourtada}, Ann. Stat. 50, No. 4, 2157--2178 (2022; Zbl 1500.62002) Full Text: DOI arXiv
Bykhovskaya, Anna; Gorin, Vadim Cointegration in large VARs. (English) Zbl 07547943 Ann. Stat. 50, No. 3, 1593-1617 (2022). MSC: 62M10 62P20 91B84 62F40 PDFBibTeX XMLCite \textit{A. Bykhovskaya} and \textit{V. Gorin}, Ann. Stat. 50, No. 3, 1593--1617 (2022; Zbl 07547943) Full Text: DOI arXiv
Gamarnik, David; Zadik, Ilias Sparse high-dimensional linear regression. Estimating squared error and a phase transition. (English) Zbl 1486.62200 Ann. Stat. 50, No. 2, 880-903 (2022). MSC: 62J05 62B10 68Q87 94A12 PDFBibTeX XMLCite \textit{D. Gamarnik} and \textit{I. Zadik}, Ann. Stat. 50, No. 2, 880--903 (2022; Zbl 1486.62200) Full Text: DOI
Bing, Xin; Ning, Yang; Xu, Yaosheng Adaptive estimation in multivariate response regression with hidden variables. (English) Zbl 1486.62158 Ann. Stat. 50, No. 2, 640-672 (2022). MSC: 62H12 62J07 PDFBibTeX XMLCite \textit{X. Bing} et al., Ann. Stat. 50, No. 2, 640--672 (2022; Zbl 1486.62158) Full Text: DOI arXiv
Silin, Igor; Fan, Jianqing Canonical thresholding for nonsparse high-dimensional linear regression. (English) Zbl 1486.62207 Ann. Stat. 50, No. 1, 460-486 (2022). MSC: 62J05 62H12 62H25 PDFBibTeX XMLCite \textit{I. Silin} and \textit{J. Fan}, Ann. Stat. 50, No. 1, 460--486 (2022; Zbl 1486.62207) Full Text: DOI arXiv
Celentano, Michael; Montanari, Andrea Fundamental barriers to high-dimensional regression with convex penalties. (English) Zbl 1486.62198 Ann. Stat. 50, No. 1, 170-196 (2022). MSC: 62J05 62J07 62H12 62F12 94A12 PDFBibTeX XMLCite \textit{M. Celentano} and \textit{A. Montanari}, Ann. Stat. 50, No. 1, 170--196 (2022; Zbl 1486.62198) Full Text: DOI arXiv
Zhang, Anru R.; Cai, T. Tony; Wu, Yihong Heteroskedastic PCA: algorithm, optimality, and applications. (English) Zbl 1486.62183 Ann. Stat. 50, No. 1, 53-80 (2022). MSC: 62H25 62H12 62C20 PDFBibTeX XMLCite \textit{A. R. Zhang} et al., Ann. Stat. 50, No. 1, 53--80 (2022; Zbl 1486.62183) Full Text: DOI arXiv
She, Yiyuan; Wang, Zhifeng; Jin, Jiuwu Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning. (English) Zbl 1486.62212 Ann. Stat. 49, No. 6, 3434-3459 (2021). MSC: 62J07 62G08 62J05 68T05 90C26 PDFBibTeX XMLCite \textit{Y. She} et al., Ann. Stat. 49, No. 6, 3434--3459 (2021; Zbl 1486.62212) Full Text: DOI arXiv
Hirshberg, David A.; Wager, Stefan Augmented minimax linear estimation. (English) Zbl 1486.62084 Ann. Stat. 49, No. 6, 3206-3227 (2021). MSC: 62G05 62F12 PDFBibTeX XMLCite \textit{D. A. Hirshberg} and \textit{S. Wager}, Ann. Stat. 49, No. 6, 3206--3227 (2021; Zbl 1486.62084) Full Text: DOI arXiv
Azadkia, Mona; Chatterjee, Sourav A simple measure of conditional dependence. (English) Zbl 1486.62175 Ann. Stat. 49, No. 6, 3070-3102 (2021). MSC: 62H20 62G05 PDFBibTeX XMLCite \textit{M. Azadkia} and \textit{S. Chatterjee}, Ann. Stat. 49, No. 6, 3070--3102 (2021; Zbl 1486.62175) Full Text: DOI arXiv
Chen, Yuxin; Fan, Jianqing; Ma, Cong; Yan, Yuling Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data. (English) Zbl 1486.62181 Ann. Stat. 49, No. 5, 2948-2971 (2021). MSC: 62H25 62H12 90C25 90C26 94A12 PDFBibTeX XMLCite \textit{Y. Chen} et al., Ann. Stat. 49, No. 5, 2948--2971 (2021; Zbl 1486.62181) Full Text: DOI arXiv Link
Miolane, Léo; Montanari, Andrea The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning. (English) Zbl 1480.62145 Ann. Stat. 49, No. 4, 2313-2335 (2021). MSC: 62J05 62J07 PDFBibTeX XMLCite \textit{L. Miolane} and \textit{A. Montanari}, Ann. Stat. 49, No. 4, 2313--2335 (2021; Zbl 1480.62145) Full Text: DOI arXiv Link
Fan, Jianqing; Wang, Weichen; Zhu, Ziwei A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery. (English) Zbl 1479.62034 Ann. Stat. 49, No. 3, 1239-1266 (2021). Reviewer: Joseph Melamed (Los Angeles) MSC: 62H12 62J07 62G35 62G20 94A12 PDFBibTeX XMLCite \textit{J. Fan} et al., Ann. Stat. 49, No. 3, 1239--1266 (2021; Zbl 1479.62034) Full Text: DOI arXiv
Cai, Changxiao; Li, Gen; Chi, Yuejie; Poor, H. Vincent; Chen, Yuxin Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees. (English) Zbl 1471.62371 Ann. Stat. 49, No. 2, 944-967 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62H12 62H25 62H30 62D10 PDFBibTeX XMLCite \textit{C. Cai} et al., Ann. Stat. 49, No. 2, 944--967 (2021; Zbl 1471.62371) Full Text: DOI arXiv
Chen, Yuxin; Cheng, Chen; Fan, Jianqing Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices. (English) Zbl 1461.62085 Ann. Stat. 49, No. 1, 435-458 (2021). MSC: 62H25 62H12 62M15 15A18 PDFBibTeX XMLCite \textit{Y. Chen} et al., Ann. Stat. 49, No. 1, 435--458 (2021; Zbl 1461.62085) Full Text: DOI arXiv Euclid
Zhang, Danna; Wu, Wei Biao Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes. (English) Zbl 1461.62165 Ann. Stat. 49, No. 1, 233-254 (2021). MSC: 62M10 62M15 60G12 PDFBibTeX XMLCite \textit{D. Zhang} and \textit{W. B. Wu}, Ann. Stat. 49, No. 1, 233--254 (2021; Zbl 1461.62165) Full Text: DOI Euclid
Shi, Chengchun; Song, Rui; Lu, Wenbin Concordance and value information criteria for optimal treatment decision. (English) Zbl 1461.62029 Ann. Stat. 49, No. 1, 49-75 (2021). MSC: 62C25 62B10 62P10 68T05 PDFBibTeX XMLCite \textit{C. Shi} et al., Ann. Stat. 49, No. 1, 49--75 (2021; Zbl 1461.62029) Full Text: DOI Euclid
Lin, Qian; Li, Xinran; Huang, Dongming; Liu, Jun S. On the optimality of sliced inverse regression in high dimensions. (English) Zbl 1464.62337 Ann. Stat. 49, No. 1, 1-20 (2021). Reviewer: Jaromír Antoch (Praha) MSC: 62J02 62H25 62C05 62C20 90C90 PDFBibTeX XMLCite \textit{Q. Lin} et al., Ann. Stat. 49, No. 1, 1--20 (2021; Zbl 1464.62337) Full Text: DOI arXiv Euclid
Huang, Hanwen Asymptotic risk and phase transition of \(l_1\)-penalized robust estimator. (English) Zbl 1460.62109 Ann. Stat. 48, No. 5, 3090-3111 (2020). Reviewer: Wolfgang Näther (Freiberg) MSC: 62J05 62J07 62H12 PDFBibTeX XMLCite \textit{H. Huang}, Ann. Stat. 48, No. 5, 3090--3111 (2020; Zbl 1460.62109) Full Text: DOI Euclid
Gao, Chao; van der Vaart, Aad W.; Zhou, Harrison H. A general framework for Bayes structured linear models. (English) Zbl 1471.62241 Ann. Stat. 48, No. 5, 2848-2878 (2020). Reviewer: Joseph Melamed (Los Angeles) MSC: 62C10 62F15 62G05 62J05 PDFBibTeX XMLCite \textit{C. Gao} et al., Ann. Stat. 48, No. 5, 2848--2878 (2020; Zbl 1471.62241) Full Text: DOI arXiv Euclid
Ding, Xiucai; Zhou, Zhou Estimation and inference for precision matrices of nonstationary time series. (English) Zbl 1471.62461 Ann. Stat. 48, No. 4, 2455-2477 (2020). Reviewer: Joseph Melamed (Los Angeles) MSC: 62M10 62G05 62G10 PDFBibTeX XMLCite \textit{X. Ding} and \textit{Z. Zhou}, Ann. Stat. 48, No. 4, 2455--2477 (2020; Zbl 1471.62461) Full Text: DOI arXiv Euclid
Ing, Ching-Kang Model selection for high-dimensional linear regression with dependent observations. (English) Zbl 1459.62172 Ann. Stat. 48, No. 4, 1959-1980 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62J05 62F07 62F12 62B10 PDFBibTeX XMLCite \textit{C.-K. Ing}, Ann. Stat. 48, No. 4, 1959--1980 (2020; Zbl 1459.62172) Full Text: DOI arXiv Euclid
Alquier, Pierre; Ridgway, James Concentration of tempered posteriors and of their variational approximations. (English) Zbl 1454.62135 Ann. Stat. 48, No. 3, 1475-1497 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62G15 62C10 62C20 62F25 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{J. Ridgway}, Ann. Stat. 48, No. 3, 1475--1497 (2020; Zbl 1454.62135) Full Text: DOI arXiv Euclid
Abbe, Emmanuel; Fan, Jianqing; Wang, Kaizheng; Zhong, Yiqiao Entrywise eigenvector analysis of random matrices with low expected rank. (English) Zbl 1450.62066 Ann. Stat. 48, No. 3, 1452-1474 (2020). Reviewer: Glauber Márcio Silveira Pereira (Ceará) MSC: 62H25 60B20 15B52 62H12 PDFBibTeX XMLCite \textit{E. Abbe} et al., Ann. Stat. 48, No. 3, 1452--1474 (2020; Zbl 1450.62066) Full Text: DOI arXiv Euclid
Hopkins, Samuel B. Mean estimation with sub-Gaussian rates in polynomial time. (English) Zbl 1454.62162 Ann. Stat. 48, No. 2, 1193-1213 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62H12 62G32 68W01 90C22 PDFBibTeX XMLCite \textit{S. B. Hopkins}, Ann. Stat. 48, No. 2, 1193--1213 (2020; Zbl 1454.62162) Full Text: DOI arXiv Euclid
Wong, Kam Chung; Li, Zifan; Tewari, Ambuj Lasso guarantees for \(\beta \)-mixing heavy-tailed time series. (English) Zbl 1450.62117 Ann. Stat. 48, No. 2, 1124-1142 (2020). MSC: 62M10 62J07 62G32 62N05 PDFBibTeX XMLCite \textit{K. C. Wong} et al., Ann. Stat. 48, No. 2, 1124--1142 (2020; Zbl 1450.62117) Full Text: DOI arXiv Euclid
Dobriban, Edgar; Leeb, William; Singer, Amit Optimal prediction in the linearly transformed spiked model. (English) Zbl 1441.62158 Ann. Stat. 48, No. 1, 491-513 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62H25 62H15 62M20 62D10 62P35 PDFBibTeX XMLCite \textit{E. Dobriban} et al., Ann. Stat. 48, No. 1, 491--513 (2020; Zbl 1441.62158) Full Text: DOI arXiv Euclid
Feng, Long; Zhang, Cun-Hui Sorted concave penalized regression. (English) Zbl 1435.62262 Ann. Stat. 47, No. 6, 3069-3098 (2019). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J05 62J07 62H12 PDFBibTeX XMLCite \textit{L. Feng} and \textit{C.-H. Zhang}, Ann. Stat. 47, No. 6, 3069--3098 (2019; Zbl 1435.62262) Full Text: DOI arXiv Euclid
Shi, Chengchun; Song, Rui; Chen, Zhao; Li, Runze Linear hypothesis testing for high dimensional generalized linear models. (English) Zbl 1436.62355 Ann. Stat. 47, No. 5, 2671-2703 (2019). Reviewer: Fahrettin Özbey (Bitlis) MSC: 62J12 62F03 62J07 62H12 PDFBibTeX XMLCite \textit{C. Shi} et al., Ann. Stat. 47, No. 5, 2671--2703 (2019; Zbl 1436.62355) Full Text: DOI Euclid
Han, Xu Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data. (English) Zbl 1421.62044 Ann. Stat. 47, No. 4, 1995-2022 (2019). MSC: 62G09 62P10 PDFBibTeX XMLCite \textit{X. Han}, Ann. Stat. 47, No. 4, 1995--2022 (2019; Zbl 1421.62044) Full Text: DOI arXiv Euclid
Zhang, Anru Cross: efficient low-rank tensor completion. (English) Zbl 1416.62298 Ann. Stat. 47, No. 2, 936-964 (2019). MSC: 62H12 62C20 62P10 62H35 65F20 15A69 15A83 PDFBibTeX XMLCite \textit{A. Zhang}, Ann. Stat. 47, No. 2, 936--964 (2019; Zbl 1416.62298) Full Text: DOI arXiv Euclid
Mei, Song; Bai, Yu; Montanari, Andrea The landscape of empirical risk for nonconvex losses. (English) Zbl 1409.62117 Ann. Stat. 46, No. 6A, 2747-2774 (2018). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62H12 62G08 62H30 94A12 PDFBibTeX XMLCite \textit{S. Mei} et al., Ann. Stat. 46, No. 6A, 2747--2774 (2018; Zbl 1409.62117) Full Text: DOI arXiv Euclid
Javanmard, Adel; Montanari, Andrea Debiasing the Lasso: optimal sample size for Gaussian designs. (English) Zbl 1407.62270 Ann. Stat. 46, No. 6A, 2593-2622 (2018). MSC: 62J07 62J05 62H12 62F12 PDFBibTeX XMLCite \textit{A. Javanmard} and \textit{A. Montanari}, Ann. Stat. 46, No. 6A, 2593--2622 (2018; Zbl 1407.62270) Full Text: DOI arXiv Euclid
Bellec, Pierre C.; Lecué, Guillaume; Tsybakov, Alexandre B. Slope meets Lasso: improved oracle bounds and optimality. (English) Zbl 1405.62056 Ann. Stat. 46, No. 6B, 3603-3642 (2018). MSC: 62H12 62J05 62G08 62C20 62G05 PDFBibTeX XMLCite \textit{P. C. Bellec} et al., Ann. Stat. 46, No. 6B, 3603--3642 (2018; Zbl 1405.62056) Full Text: DOI arXiv Euclid
Barber, Rina Foygel; Kolar, Mladen ROCKET: robust confidence intervals via Kendall’s tau for transelliptical graphical models. (English) Zbl 1410.62059 Ann. Stat. 46, No. 6B, 3422-3450 (2018). Reviewer: Frank Werner (Göttingen) MSC: 62G10 62F12 62G20 62G35 PDFBibTeX XMLCite \textit{R. F. Barber} and \textit{M. Kolar}, Ann. Stat. 46, No. 6B, 3422--3450 (2018; Zbl 1410.62059) Full Text: DOI arXiv Euclid
Chang, Jinyuan; Tang, Cheng Yong; Wu, Tong Tong A new scope of penalized empirical likelihood with high-dimensional estimating equations. (English) Zbl 1408.62053 Ann. Stat. 46, No. 6B, 3185-3216 (2018). MSC: 62G05 62G99 62G20 PDFBibTeX XMLCite \textit{J. Chang} et al., Ann. Stat. 46, No. 6B, 3185--3216 (2018; Zbl 1408.62053) Full Text: DOI arXiv Euclid
Dalalyan, Arnak S.; Grappin, Edwin; Paris, Quentin On the exponentially weighted aggregate with the Laplace prior. (English) Zbl 1409.62135 Ann. Stat. 46, No. 5, 2452-2478 (2018). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62J05 62H12 62J07 PDFBibTeX XMLCite \textit{A. S. Dalalyan} et al., Ann. Stat. 46, No. 5, 2452--2478 (2018; Zbl 1409.62135) Full Text: DOI arXiv Euclid
Perry, Amelia; Wein, Alexander S.; Bandeira, Afonso S.; Moitra, Ankur Optimality and sub-optimality of PCA. I: Spiked random matrix models. (English) Zbl 1404.62065 Ann. Stat. 46, No. 5, 2416-2451 (2018). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H25 62H15 60B20 PDFBibTeX XMLCite \textit{A. Perry} et al., Ann. Stat. 46, No. 5, 2416--2451 (2018; Zbl 1404.62065) Full Text: DOI arXiv Euclid
Cai, T. Tony; Guo, Zijian Accuracy assessment for high-dimensional linear regression. (English) Zbl 1403.62131 Ann. Stat. 46, No. 4, 1807-1836 (2018). MSC: 62J05 62G15 62C20 62H35 PDFBibTeX XMLCite \textit{T. T. Cai} and \textit{Z. Guo}, Ann. Stat. 46, No. 4, 1807--1836 (2018; Zbl 1403.62131) Full Text: DOI arXiv
Battey, Heather; Fan, Jianqing; Liu, Han; Lu, Junwei; Zhu, Ziwei Distributed testing and estimation under sparse high dimensional models. (English) Zbl 1392.62060 Ann. Stat. 46, No. 3, 1352-1382 (2018). MSC: 62F05 62F10 62F12 PDFBibTeX XMLCite \textit{H. Battey} et al., Ann. Stat. 46, No. 3, 1352--1382 (2018; Zbl 1392.62060) Full Text: DOI Euclid
Shi, Chengchun; Fan, Ailin; Song, Rui; Lu, Wenbin High-dimensional \(A\)-learning for optimal dynamic treatment regimes. (English) Zbl 1398.62029 Ann. Stat. 46, No. 3, 925-957 (2018). Reviewer: Krzysztof Piasecki (Poznań) MSC: 62C99 62J07 PDFBibTeX XMLCite \textit{C. Shi} et al., Ann. Stat. 46, No. 3, 925--957 (2018; Zbl 1398.62029) Full Text: DOI Euclid
Lv, Shaogao; Lin, Huazhen; Lian, Heng; Huang, Jian Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space. (English) Zbl 1459.62053 Ann. Stat. 46, No. 2, 781-813 (2018). MSC: 62G08 62G20 62G05 46E22 PDFBibTeX XMLCite \textit{S. Lv} et al., Ann. Stat. 46, No. 2, 781--813 (2018; Zbl 1459.62053) Full Text: DOI
Behr, Merle; Holmes, Chris; Munk, Axel Multiscale blind source separation. (English) Zbl 1395.62084 Ann. Stat. 46, No. 2, 711-744 (2018). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 62G08 62G15 62H30 94A12 PDFBibTeX XMLCite \textit{M. Behr} et al., Ann. Stat. 46, No. 2, 711--744 (2018; Zbl 1395.62084) Full Text: DOI arXiv
Lin, Qian; Zhao, Zhigen; Liu, Jun S. On consistency and sparsity for sliced inverse regression in high dimensions. (English) Zbl 1395.62196 Ann. Stat. 46, No. 2, 580-610 (2018). Reviewer: Fabio Rapallo (Alessandria) MSC: 62H25 62G20 PDFBibTeX XMLCite \textit{Q. Lin} et al., Ann. Stat. 46, No. 2, 580--610 (2018; Zbl 1395.62196) Full Text: DOI arXiv
Dobriban, Edgar; Wager, Stefan High-dimensional asymptotics of prediction: ridge regression and classification. (English) Zbl 1428.62307 Ann. Stat. 46, No. 1, 247-279 (2018). MSC: 62H99 62J05 62H30 62J07 PDFBibTeX XMLCite \textit{E. Dobriban} and \textit{S. Wager}, Ann. Stat. 46, No. 1, 247--279 (2018; Zbl 1428.62307) Full Text: DOI arXiv
Mousavi, Ali; Maleki, Arian; Baraniuk, Richard G. Consistent parameter estimation for Lasso and approximate message passing. (English) Zbl 1401.62116 Ann. Stat. 46, No. 1, 119-148 (2018). Reviewer: Hannelore Liero (Potsdam) MSC: 62J07 62G05 62J05 62G20 PDFBibTeX XMLCite \textit{A. Mousavi} et al., Ann. Stat. 46, No. 1, 119--148 (2018; Zbl 1401.62116) Full Text: DOI
Cai, T. Tony; Zhang, Anru Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics. (English) Zbl 1395.62122 Ann. Stat. 46, No. 1, 60-89 (2018). Reviewer: Jaromír Antoch (Praha) MSC: 62H12 62H25 15B52 62H30 PDFBibTeX XMLCite \textit{T. T. Cai} and \textit{A. Zhang}, Ann. Stat. 46, No. 1, 60--89 (2018; Zbl 1395.62122) Full Text: DOI arXiv
Han, Xiao; Pan, Guangming; Zhang, Bo The Tracy-Widom law for the largest eigenvalue of F type matrices. (English) Zbl 1378.60023 Ann. Stat. 44, No. 4, 1564-1592 (2016). Reviewer: Olivier Marchal (Saint-Etienne) MSC: 60B20 34K25 60F05 PDFBibTeX XMLCite \textit{X. Han} et al., Ann. Stat. 44, No. 4, 1564--1592 (2016; Zbl 1378.60023) Full Text: DOI arXiv Euclid
Cai, T. Tony; Liang, Tengyuan; Rakhlin, Alexander Geometric inference for general high-dimensional linear inverse problems. (English) Zbl 1357.62235 Ann. Stat. 44, No. 4, 1536-1563 (2016). MSC: 62J05 62H12 PDFBibTeX XMLCite \textit{T. T. Cai} et al., Ann. Stat. 44, No. 4, 1536--1563 (2016; Zbl 1357.62235) Full Text: DOI arXiv Euclid
Su, Weijie; Candès, Emmanuel SLOPE is adaptive to unknown sparsity and asymptotically minimax. (English) Zbl 1338.62032 Ann. Stat. 44, No. 3, 1038-1068 (2016). MSC: 62C20 62G05 62G10 62J15 PDFBibTeX XMLCite \textit{W. Su} and \textit{E. Candès}, Ann. Stat. 44, No. 3, 1038--1068 (2016; Zbl 1338.62032) Full Text: DOI arXiv Euclid
Bertsimas, Dimitris; King, Angela; Mazumder, Rahul Best subset selection via a modern optimization lens. (English) Zbl 1335.62115 Ann. Stat. 44, No. 2, 813-852 (2016). MSC: 62J05 62J07 62G35 90C11 90C26 90C27 PDFBibTeX XMLCite \textit{D. Bertsimas} et al., Ann. Stat. 44, No. 2, 813--852 (2016; Zbl 1335.62115) Full Text: DOI arXiv Euclid
Cai, Tony; Kim, Donggyu; Wang, Yazhen; Yuan, Ming; Zhou, Harrison H. Optimal large-scale quantum state tomography with Pauli measurements. (English) Zbl 1341.62116 Ann. Stat. 44, No. 2, 682-712 (2016). MSC: 62H12 81P50 62C20 62P35 81P45 81P68 PDFBibTeX XMLCite \textit{T. Cai} et al., Ann. Stat. 44, No. 2, 682--712 (2016; Zbl 1341.62116) Full Text: DOI arXiv Euclid
Gao, Chao; Ma, Zongming; Ren, Zhao; Zhou, Harrison H. Minimax estimation in sparse canonical correlation analysis. (English) Zbl 1327.62340 Ann. Stat. 43, No. 5, 2168-2197 (2015). MSC: 62H12 62C20 PDFBibTeX XMLCite \textit{C. Gao} et al., Ann. Stat. 43, No. 5, 2168--2197 (2015; Zbl 1327.62340) Full Text: DOI arXiv Euclid
Castillo, Ismaël; Schmidt-Hieber, Johannes; van der Vaart, Aad Bayesian linear regression with sparse priors. (English) Zbl 1486.62197 Ann. Stat. 43, No. 5, 1986-2018 (2015). MSC: 62J05 62F15 62G05 62G20 PDFBibTeX XMLCite \textit{I. Castillo} et al., Ann. Stat. 43, No. 5, 1986--2018 (2015; Zbl 1486.62197) Full Text: DOI arXiv Euclid
Fan, Yingying; Kong, Yinfei; Li, Daoji; Zheng, Zemin Innovated interaction screening for high-dimensional nonlinear classification. (English) Zbl 1328.62383 Ann. Stat. 43, No. 3, 1243-1272 (2015). MSC: 62H30 62F05 62J12 PDFBibTeX XMLCite \textit{Y. Fan} et al., Ann. Stat. 43, No. 3, 1243--1272 (2015; Zbl 1328.62383) Full Text: DOI arXiv Euclid
Liu, Haoyang; Aue, Alexander; Paul, Debashis On the Marčenko-Pastur law for linear time series. (English) Zbl 1312.62080 Ann. Stat. 43, No. 2, 675-712 (2015). MSC: 62H25 62M10 PDFBibTeX XMLCite \textit{H. Liu} et al., Ann. Stat. 43, No. 2, 675--712 (2015; Zbl 1312.62080) Full Text: DOI arXiv Euclid
Yang, Yun; Tokdar, Surya T. Minimax-optimal nonparametric regression in high dimensions. (English) Zbl 1312.62052 Ann. Stat. 43, No. 2, 652-674 (2015). MSC: 62G08 62H12 62C20 60G15 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{S. T. Tokdar}, Ann. Stat. 43, No. 2, 652--674 (2015; Zbl 1312.62052) Full Text: DOI arXiv Euclid
Bao, Zhigang; Pan, Guangming; Zhou, Wang Universality for the largest eigenvalue of sample covariance matrices with general population. (English) Zbl 1408.60006 Ann. Stat. 43, No. 1, 382-421 (2015). MSC: 60B20 62H10 15B52 62H25 PDFBibTeX XMLCite \textit{Z. Bao} et al., Ann. Stat. 43, No. 1, 382--421 (2015; Zbl 1408.60006) Full Text: DOI arXiv Euclid
Chatterjee, Sourav Matrix estimation by universal singular value thresholding. (English) Zbl 1308.62038 Ann. Stat. 43, No. 1, 177-214 (2015). MSC: 62F12 62G05 05C99 60B20 15B52 PDFBibTeX XMLCite \textit{S. Chatterjee}, Ann. Stat. 43, No. 1, 177--214 (2015; Zbl 1308.62038) Full Text: DOI arXiv Euclid
Cai, T. Tony; Zhang, Anru ROP: matrix recovery via rank-one projections. (English) Zbl 1308.62120 Ann. Stat. 43, No. 1, 102-138 (2015). MSC: 62H12 62H35 62C20 PDFBibTeX XMLCite \textit{T. T. Cai} and \textit{A. Zhang}, Ann. Stat. 43, No. 1, 102--138 (2015; Zbl 1308.62120) Full Text: DOI arXiv Euclid
Chatterjee, Sourav A new perspective on least squares under convex constraint. (English) Zbl 1302.62053 Ann. Stat. 42, No. 6, 2340-2381 (2014). MSC: 62F10 62F12 62F30 62G08 PDFBibTeX XMLCite \textit{S. Chatterjee}, Ann. Stat. 42, No. 6, 2340--2381 (2014; Zbl 1302.62053) Full Text: DOI arXiv Euclid
Wang, Zhaoran; Liu, Han; Zhang, Tong Optimal computational and statistical rates of convergence for sparse nonconvex learning problems. (English) Zbl 1302.62066 Ann. Stat. 42, No. 6, 2164-2201 (2014). MSC: 62F30 90C26 62J12 90C52 PDFBibTeX XMLCite \textit{Z. Wang} et al., Ann. Stat. 42, No. 6, 2164--2201 (2014; Zbl 1302.62066) Full Text: DOI arXiv Euclid
van de Geer, Sara; Bühlmann, Peter; Ritov, Ya’acov; Dezeure, Ruben On asymptotically optimal confidence regions and tests for high-dimensional models. (English) Zbl 1305.62259 Ann. Stat. 42, No. 3, 1166-1202 (2014). MSC: 62J07 62J12 62F12 62F25 PDFBibTeX XMLCite \textit{S. van de Geer} et al., Ann. Stat. 42, No. 3, 1166--1202 (2014; Zbl 1305.62259) Full Text: DOI arXiv Euclid
Fan, Jianqing; Liao, Yuan Endogeneity in high dimensions. (English) Zbl 1305.62113 Ann. Stat. 42, No. 3, 872-917 (2014). MSC: 62F12 62J02 62J12 62P20 PDFBibTeX XMLCite \textit{J. Fan} and \textit{Y. Liao}, Ann. Stat. 42, No. 3, 872--917 (2014; Zbl 1305.62113) Full Text: DOI arXiv Euclid
Fan, Jianqing; Xue, Lingzhou; Zou, Hui Strong oracle optimality of folded concave penalized estimation. (English) Zbl 1305.62252 Ann. Stat. 42, No. 3, 819-849 (2014); corrigendum ibid. 43, No. 2, 935 (2015). MSC: 62J07 PDFBibTeX XMLCite \textit{J. Fan} et al., Ann. Stat. 42, No. 3, 819--849 (2014; Zbl 1305.62252) Full Text: DOI arXiv Euclid
Narisetty, Naveen Naidu; He, Xuming Bayesian variable selection with shrinking and diffusing priors. (English) Zbl 1302.62158 Ann. Stat. 42, No. 2, 789-817 (2014). Reviewer: T. Postelnicu (Bucureşti) MSC: 62J05 62F12 62F15 PDFBibTeX XMLCite \textit{N. N. Narisetty} and \textit{X. He}, Ann. Stat. 42, No. 2, 789--817 (2014; Zbl 1302.62158) Full Text: DOI arXiv Euclid
Belloni, Alexandre; Chernozhukov, Victor; Wang, Lie Pivotal estimation via square-root lasso in nonparametric regression. (English) Zbl 1321.62030 Ann. Stat. 42, No. 2, 757-788 (2014). MSC: 62G05 62G08 62H12 62G20 62G35 PDFBibTeX XMLCite \textit{A. Belloni} et al., Ann. Stat. 42, No. 2, 757--788 (2014; Zbl 1321.62030) Full Text: DOI arXiv Euclid
Soltanolkotabi, Mahdi; Elhamifar, Ehsan; Candès, Emmanuel J. Robust subspace clustering. (English) Zbl 1360.62353 Ann. Stat. 42, No. 2, 669-699 (2014). MSC: 62H30 62H99 PDFBibTeX XMLCite \textit{M. Soltanolkotabi} et al., Ann. Stat. 42, No. 2, 669--699 (2014; Zbl 1360.62353) Full Text: DOI arXiv Euclid
Lockhart, Richard; Taylor, Jonathan; Tibshirani, Ryan J.; Tibshirani, Robert Rejoinder: “A significance test for the lasso”. (English) Zbl 1305.62255 Ann. Stat. 42, No. 2, 518-531 (2014). MSC: 62J07 62F03 62J05 62J12 PDFBibTeX XMLCite \textit{R. Lockhart} et al., Ann. Stat. 42, No. 2, 518--531 (2014; Zbl 1305.62255) Full Text: DOI arXiv Euclid
Buja, A.; Brown, L. Discussion: “A significance test for the lasso”. (English) Zbl 1305.62249 Ann. Stat. 42, No. 2, 509-517 (2014). MSC: 62J07 62F03 62J05 62J12 PDFBibTeX XMLCite \textit{A. Buja} and \textit{L. Brown}, Ann. Stat. 42, No. 2, 509--517 (2014; Zbl 1305.62249) Full Text: DOI arXiv Euclid
Wasserman, Larry Discussion: “A significance test for the lasso”. (English) Zbl 1305.62257 Ann. Stat. 42, No. 2, 501-508 (2014). MSC: 62J07 62F03 62J05 62J12 PDFBibTeX XMLCite \textit{L. Wasserman}, Ann. Stat. 42, No. 2, 501--508 (2014; Zbl 1305.62257) Full Text: DOI arXiv Euclid
Lv, Jinchi; Zheng, Zemin Discussion: “A significance test for the lasso”. (English) Zbl 1305.62256 Ann. Stat. 42, No. 2, 493-500 (2014). MSC: 62J07 62F03 62J05 62J12 PDFBibTeX XMLCite \textit{J. Lv} and \textit{Z. Zheng}, Ann. Stat. 42, No. 2, 493--500 (2014; Zbl 1305.62256) Full Text: DOI arXiv Euclid
Fan, Jianqing; Ke, Zheng Tracy Discussion: “A significance test for the lasso”. (English) Zbl 1305.62251 Ann. Stat. 42, No. 2, 483-492 (2014). MSC: 62J07 62F03 62J05 62J12 PDFBibTeX XMLCite \textit{J. Fan} and \textit{Z. T. Ke}, Ann. Stat. 42, No. 2, 483--492 (2014; Zbl 1305.62251) Full Text: DOI arXiv Euclid
Cai, T. Tony; Yuan, Ming Discussion: “A significance test for the lasso”. (English) Zbl 1305.62250 Ann. Stat. 42, No. 2, 478-482 (2014). MSC: 62J07 62F03 62J05 62J12 PDFBibTeX XMLCite \textit{T. T. Cai} and \textit{M. Yuan}, Ann. Stat. 42, No. 2, 478--482 (2014; Zbl 1305.62250) Full Text: DOI arXiv Euclid
Bühlmann, Peter; Meier, Lukas; van de Geer, Sara Discussion: “A significance test for the lasso”. (English) Zbl 1305.62248 Ann. Stat. 42, No. 2, 469-477 (2014). MSC: 62J07 62F03 62J05 62J12 PDFBibTeX XMLCite \textit{P. Bühlmann} et al., Ann. Stat. 42, No. 2, 469--477 (2014; Zbl 1305.62248) Full Text: DOI arXiv Euclid
Lockhart, Richard; Taylor, Jonathan; Tibshirani, Ryan J.; Tibshirani, Robert A significance test for the lasso. (English) Zbl 1305.62254 Ann. Stat. 42, No. 2, 413-468 (2014). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J07 62F03 62J05 62J12 PDFBibTeX XMLCite \textit{R. Lockhart} et al., Ann. Stat. 42, No. 2, 413--468 (2014; Zbl 1305.62254) Full Text: DOI arXiv Euclid
Fan, Jianqing; Fan, Yingying; Barut, Emre Adaptive robust variable selection. (English) Zbl 1296.62144 Ann. Stat. 42, No. 1, 324-351 (2014). Reviewer: Marina Gorunescu (Craiova) MSC: 62J07 62H12 PDFBibTeX XMLCite \textit{J. Fan} et al., Ann. Stat. 42, No. 1, 324--351 (2014; Zbl 1296.62144) Full Text: DOI arXiv Euclid
Liu, Weidong Gaussian graphical model estimation with false discovery rate control. (English) Zbl 1288.62094 Ann. Stat. 41, No. 6, 2948-2978 (2013). MSC: 62H15 62J15 05C90 65C60 PDFBibTeX XMLCite \textit{W. Liu}, Ann. Stat. 41, No. 6, 2948--2978 (2013; Zbl 1288.62094) Full Text: DOI arXiv Euclid
Nickl, Richard; Van De Geer, Sara Confidence sets in sparse regression. (English) Zbl 1288.62108 Ann. Stat. 41, No. 6, 2852-2876 (2013). MSC: 62J05 62F25 62G15 PDFBibTeX XMLCite \textit{R. Nickl} and \textit{S. Van De Geer}, Ann. Stat. 41, No. 6, 2852--2876 (2013; Zbl 1288.62108) Full Text: DOI arXiv Euclid
Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors. (English) Zbl 1292.62030 Ann. Stat. 41, No. 6, 2786-2819 (2013). MSC: 62E17 62F40 PDFBibTeX XMLCite \textit{V. Chernozhukov} et al., Ann. Stat. 41, No. 6, 2786--2819 (2013; Zbl 1292.62030) Full Text: DOI arXiv Euclid
Zhao, Junlong; Leng, Chenlei; Li, Lexin; Wang, Hansheng High-dimensional influence measure. (English) Zbl 1360.62411 Ann. Stat. 41, No. 5, 2639-2667 (2013). MSC: 62J20 62E20 PDFBibTeX XMLCite \textit{J. Zhao} et al., Ann. Stat. 41, No. 5, 2639--2667 (2013; Zbl 1360.62411) Full Text: DOI arXiv Euclid
Xia, Ningning; Qin, Yingli; Bai, Zhidong Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix. (English) Zbl 1285.15018 Ann. Stat. 41, No. 5, 2572-2607 (2013). Reviewer: Costică Moroşanu (Iaşi) MSC: 15B52 15A18 60F15 62E20 60F17 62J10 PDFBibTeX XMLCite \textit{N. Xia} et al., Ann. Stat. 41, No. 5, 2572--2607 (2013; Zbl 1285.15018) Full Text: DOI arXiv Euclid
Fan, Yingying; Jin, Jiashun; Yao, Zhigang Optimal classification in sparse Gaussian graphic model. (English) Zbl 1294.62061 Ann. Stat. 41, No. 5, 2537-2571 (2013). MSC: 62G05 62G32 PDFBibTeX XMLCite \textit{Y. Fan} et al., Ann. Stat. 41, No. 5, 2537--2571 (2013; Zbl 1294.62061) Full Text: DOI arXiv Euclid
Wang, Yazhen Asymptotic equivalence of quantum state tomography and noisy matrix completion. (English) Zbl 1294.62006 Ann. Stat. 41, No. 5, 2462-2504 (2013). MSC: 62B15 62P35 62J99 65F10 65J20 81P45 81P50 PDFBibTeX XMLCite \textit{Y. Wang}, Ann. Stat. 41, No. 5, 2462--2504 (2013; Zbl 1294.62006) Full Text: DOI arXiv Euclid
Chatterjee, Sourav; Diaconis, Persi Estimating and understanding exponential random graph models. (English) Zbl 1293.62046 Ann. Stat. 41, No. 5, 2428-2461 (2013). MSC: 62F10 05C80 62P25 60F10 PDFBibTeX XMLCite \textit{S. Chatterjee} and \textit{P. Diaconis}, Ann. Stat. 41, No. 5, 2428--2461 (2013; Zbl 1293.62046) Full Text: DOI arXiv Euclid
Zhang, Li Nearly optimal minimax estimator for high-dimensional sparse linear regression. (English) Zbl 1360.62391 Ann. Stat. 41, No. 4, 2149-2175 (2013). MSC: 62J05 62G20 62C20 PDFBibTeX XMLCite \textit{L. Zhang}, Ann. Stat. 41, No. 4, 2149--2175 (2013; Zbl 1360.62391) Full Text: DOI arXiv Euclid
Chatterjee, A.; Lahiri, S. N. Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap. (English) Zbl 1293.62153 Ann. Stat. 41, No. 3, 1232-1259 (2013). MSC: 62J07 62G09 62E20 PDFBibTeX XMLCite \textit{A. Chatterjee} and \textit{S. N. Lahiri}, Ann. Stat. 41, No. 3, 1232--1259 (2013; Zbl 1293.62153) Full Text: DOI arXiv Euclid
Koltchinskii, Vladimir; Rangel, Pedro Low rank estimation of smooth kernels on graphs. (English) Zbl 1360.62272 Ann. Stat. 41, No. 2, 604-640 (2013). MSC: 62H12 62J99 60B20 60E15 PDFBibTeX XMLCite \textit{V. Koltchinskii} and \textit{P. Rangel}, Ann. Stat. 41, No. 2, 604--640 (2013; Zbl 1360.62272) Full Text: DOI arXiv Euclid
Juditsky, Anatoli; Karzan, Fatma Kılınç; Nemirovski, Arkadi; Polyak, Boris Accuracy guaranties for \(\ell_{1}\) recovery of block-sparse signals. (English) Zbl 1296.62088 Ann. Stat. 40, No. 6, 3077-3107 (2012). MSC: 62G08 62H12 90C90 PDFBibTeX XMLCite \textit{A. Juditsky} et al., Ann. Stat. 40, No. 6, 3077--3107 (2012; Zbl 1296.62088) Full Text: DOI arXiv Euclid
Xue, Lingzhou; Zou, Hui Regularized rank-based estimation of high-dimensional nonparanormal graphical models. (English) Zbl 1373.62138 Ann. Stat. 40, No. 5, 2541-2571 (2012). MSC: 62G05 62G20 62F12 62J07 PDFBibTeX XMLCite \textit{L. Xue} and \textit{H. Zou}, Ann. Stat. 40, No. 5, 2541--2571 (2012; Zbl 1373.62138) Full Text: DOI arXiv Euclid
Soltanolkotabi, Mahdi; Candés, Emmanuel J. A geometric analysis of subspace clustering with outliers. (English) Zbl 1318.62217 Ann. Stat. 40, No. 4, 2195-2238 (2012). MSC: 62H30 62-07 PDFBibTeX XMLCite \textit{M. Soltanolkotabi} and \textit{E. J. Candés}, Ann. Stat. 40, No. 4, 2195--2238 (2012; Zbl 1318.62217) Full Text: DOI arXiv Euclid
Castillo, Ismaël; van der Vaart, Aad Needles and straw in a haystack: posterior concentration for possibly sparse sequences. (English) Zbl 1257.62025 Ann. Stat. 40, No. 4, 2069-2101 (2012). MSC: 62F15 62H10 62G05 65C60 62G20 PDFBibTeX XMLCite \textit{I. Castillo} and \textit{A. van der Vaart}, Ann. Stat. 40, No. 4, 2069--2101 (2012; Zbl 1257.62025) Full Text: DOI arXiv Euclid
Chandrasekaran, Venkat; Parrilo, Pablo A.; Willsky, Alan S. Rejoinder: Latent variable graphical model selection via convex optimization. (English) Zbl 1288.62085 Ann. Stat. 40, No. 4, 2005-2013 (2012). MSC: 62H12 90C25 05C90 62F12 PDFBibTeX XMLCite \textit{V. Chandrasekaran} et al., Ann. Stat. 40, No. 4, 2005--2013 (2012; Zbl 1288.62085) Full Text: DOI arXiv Euclid
Candés, Emmanuel J.; Soltanolkotabi, Mahdi Discussion: Latent variable graphical model selection via convex optimization. (English) Zbl 1288.62084 Ann. Stat. 40, No. 4, 1997-2004 (2012). MSC: 62H12 90C25 05C90 62F12 PDFBibTeX XMLCite \textit{E. J. Candés} and \textit{M. Soltanolkotabi}, Ann. Stat. 40, No. 4, 1997--2004 (2012; Zbl 1288.62084) Full Text: DOI arXiv Euclid