Pivotal Estimation in High-Dimensional Regression via Linear Programming

Eric Gautier, Alexandre B. Tsybakov. Pivotal Estimation in High-Dimensional Regression via Linear Programming. In Bernhard Schölkopf, Zhiyuan Luo, Vladimir Vovk, editors, Empirical Inference - Festschrift in Honor of Vladimir N. Vapnik. pages 195-204, Springer, 2013. [doi]

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