On the total variation regularized estimator over a class of tree graphs (Q1711590): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claims
Created claim: Wikidata QID (P12): Q128709174, #quickstatements; #temporary_batch_1723663638014
 
(4 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Sara van de Geer / rank
 
Normal rank
Property / reviewed by
 
Property / reviewed by: Alexander G. Kukush / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1806.01009 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Graphs and matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the prediction performance of the Lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax estimation via wavelet shrinkage / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pathwise coordinate optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive risk bounds in univariate total variation denoising and trend filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3616017 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Preconditioning the Lasso for sign consistency / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimation of a quadratic functional by model selection. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Locally adaptive regression splines / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Inverse of the Sum of Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: On stepwise pattern recovery of the fused Lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: The solution path of the generalized lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparsity and Smoothness Via the Fused Lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On tight bounds for the Lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3174050 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q128709174 / rank
 
Normal rank

Latest revision as of 20:33, 14 August 2024

scientific article
Language Label Description Also known as
English
On the total variation regularized estimator over a class of tree graphs
scientific article

    Statements

    On the total variation regularized estimator over a class of tree graphs (English)
    0 references
    0 references
    0 references
    18 January 2019
    0 references
    The approach of \textit{A. S. Dalalyan} et al. [Bernoulli 23, No. 1, 552--581 (2017; Zbl 1359.62295)] is refined for proving a sharp oracle inequality for the total variation regularized estimator (i.e., Fused Lasso) over the path graph. A proof is given of a tight lower bound on the compatibility constant which does not use probabilistic arguments. The approach is generalized to a branched graph and further to tree graphs. In particular the authors generalize the result concerning the irrepresentable condition obtained for the path graph in [\textit{J. Qian} and \textit{J. Jia}, Comput. Stat. Data Anal. 94, 221--237 (2016; Zbl 1468.62161)].
    0 references
    total variation regularization
    0 references
    lasso
    0 references
    fused lasso
    0 references
    edge lasso
    0 references
    path graph
    0 references
    branched path graph
    0 references
    tree
    0 references
    compatibility constant
    0 references
    oracle inequality
    0 references
    irrepresentable condition
    0 references
    harmonic mean
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references