Tuning parameter calibration for \(\ell_1\)-regularized logistic regression (Q2317308): Difference between revisions

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-Johannes Lederer
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
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+Extended BIC for small-n-large-P sparse GLM
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+A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees
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+On the prediction performance of the Lasso
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+Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Tuning Parameter Selection in High Dimensional Penalized Likelihood
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+The Lasso, correlated design, and improved oracle inequalities
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+Q5251797
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+How Correlations Influence Lasso Prediction
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+Oracle inequalities for high-dimensional prediction
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+Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
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+Asymptotic properties of criteria for selection of variables in multiple regression
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+High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
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+A permutation approach for selecting the penalty parameter in penalized model selection
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+Estimating the dimension of a model
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+Linear Model Selection by Cross-Validation
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+Q4066417
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Regularization Parameter Selections via Generalized Information Criterion
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+The Adaptive Lasso and Its Oracle Properties
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+Publication:2317308