Sparse Density Estimation with ℓ1 Penalties

Author:

Bunea Florentina,Tsybakov Alexandre B.,Wegkamp Marten H.

Publisher

Springer Berlin Heidelberg

Reference30 articles.

1. Abramovich, F., Benjamini, Y., Donoho, D.L., Johnstone, I.M: Adapting to unknown sparsity by controlling the False Discovery Rate. Annals of Statistics 34, 584–653 (2006)

2. Barron, A., Birgé, L., Massart, P.: Risk bounds for model selection via penalization. Probability Theory and Related Fields  113, 301–413 (1999)

3. Birgé, L., Massart, P.: From model selection to adaptive estimation. Festschrift for Lucien LeCam. In: Pollard, D., Torgersen, E., Yang, G. (eds.) Research Papers in Probability and Statistics, pp. 55–87. Springer, New York (1997)

4. Bunea, F., Tsybakov, A.B., Wegkamp, M.H: Aggregation for Gaussian regression. Preprint Department of Statistics, Florida State University. Annals of Statistics, to appear (2005)

5. Lecture Notes in Artificial Intelligence;F. Bunea,2006

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