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  "Title": "Adaptive SURE Thresholding Using Side Information",
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  "Description": "Provides the ASUS procedure for estimating a high\ndimensional sparse parameter in the presence of auxiliary data\nthat encode side information on sparsity. It is a robust data\ncombination procedure in the sense that even when pooling\nnon-informative auxiliary data ASUS would be at least as\nefficient as competing soft thresholding based methods that do\nnot use auxiliary data. For more information, please see the\npaper Adaptive Sparse Estimation with Side Information by\nBanerjee, Mukherjee and Sun (JASA 2020).",
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      "title": "Adaptive SURE thresholding with side information (asus)",
      "topics": [
        "asus"
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      "title": "Risk of asus with pre-defined grouping thresholds",
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      "title": "Extended James-Stein (ejs) estimator",
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      "title": "SureShrink estimator",
      "topics": [
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        "Example 2 - Extended James-Stein estimator",
        "Example 3 - ASUS and SURE estimate of risk of ASUS"
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      "modified": "2023-08-24 15:49:24",
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