Elastic-net regularization in learning theory (Q1023403): Difference between revisions

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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Feature selection for high-dimensional data
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+A Sparsity-Enforcing Method for Learning Face Features
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+Q4864293
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+Atomic Decomposition by Basis Pursuit
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+Sparsity in penalized empirical risk minimization
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+Asymptotics for Lasso-type estimators.
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+Aggregation and Sparsity Via ℓ1 Penalized Least Squares
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+Adaptive estimation with soft thresholding penalties
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+Classifiers of support vector machine type with \(\ell_1\) complexity regularization
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+Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint
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+High-dimensional generalized linear models and the lasso
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+Q3174050
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+Least angle regression. (With discussion)
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+An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
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+Regularization and Variable Selection Via the Elastic Net
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+Q5447530
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+Model Selection and Estimation in Regression with Grouped Variables
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+Recovery Algorithms for Vector-Valued Data with Joint Sparsity Constraints
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+Q3996207
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+Approximation and learning by greedy algorithms
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+Regularization without preliminary knowledge of smoothness and error behaviour
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+On Learning Vector-Valued Functions
@@ Property / cites work: On Learning Vector-Valued Functions / rank @@
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+Q3093270
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+Q3096164
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+VECTOR VALUED REPRODUCING KERNEL HILBERT SPACES OF INTEGRABLE FUNCTIONS AND MERCER THEOREM
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+Weak convergence and empirical processes. With applications to statistics
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+Q3679786
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+Optimum bounds for the distributions of martingales in Banach spaces
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+Sums and Gaussian vectors
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+Remarks on Inequalities for Large Deviation Probabilities
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+On a Problem of Adaptive Estimation in Gaussian White Noise
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+On the Adaptive Selection of the Parameter in Regularization of Ill-Posed Problems
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+Learning theory estimates via integral operators and their approximations
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+On regularization algorithms in learning theory
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+Optimal rates for the regularized least-squares algorithm
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