high-dimensional statistics

On model selection consistency of penalized M-estimators: a geometric theory NeurIPS 2013 Robust Sparse Principal Component Regression under the High Dimensional Elliptical Model NeurIPS 2013 Sparse Principal Component Analysis for High Dimensional Multivariate Time Series AISTATS 2013 Variable Selection in High-Dimension with Random Designs and Orthogonal Matching Pursuit JMLR 2013 When in Doubt, SWAP: High-Dimensional Sparse Recovery from Correlated Measurements NeurIPS 2013 Estimation and Selection via Absolute Penalized Convex Minimization And Its Multistage Adaptive Applications JMLR 2012 High-dimensional Sparse Inverse Covariance Estimation using Greedy Methods AISTATS 2012 Minimax Rates of Estimation for Sparse PCA in High Dimensions AISTATS 2012 Private Convex Empirical Risk Minimization and High-dimensional Regression COLT 2012 Robust Multi-task Regression with Grossly Corrupted Observations AISTATS 2012 Smooth-projected Neighborhood Pursuit for High-dimensional Nonparanormal Graph Estimation NeurIPS 2012 Sparsistency of the Edge Lasso over Graphs AISTATS 2012 Transelliptical Component Analysis NeurIPS 2012 Transelliptical Graphical Models NeurIPS 2012 A More Powerful Two-Sample Test in High Dimensions using Random Projection NeurIPS 2011 Group Lasso Estimation of High-dimensional Covariance Matrices JMLR 2011 On Learning Discrete Graphical Models using Greedy Methods NeurIPS 2011 On Learning Discrete Graphical Models using Group-Sparse Regularization AISTATS 2011 On Time Varying Undirected Graphs AISTATS 2011 Fast global convergence rates of gradient methods for high-dimensional statistical recovery NeurIPS 2010 Learning Exponential Families in High-Dimensions: Strong Convexity and Sparsity AISTATS 2010 Restricted Eigenvalue Properties for Correlated Gaussian Designs JMLR 2010 The LASSO risk: asymptotic results and real world examples NeurIPS 2010 Lower bounds on minimax rates for nonparametric regression with additive sparsity and smoothness NeurIPS 2009 The Nonparanormal: Semiparametric Estimation of High Dimensional Undirected Graphs JMLR 2009