Scaled sparse linear regression (Q3143465): Difference between revisions

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Latest revision as of 14:22, 19 April 2024

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Scaled sparse linear regression
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    Scaled sparse linear regression (English)
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    30 November 2012
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    convex minimization
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    estimation after model selection
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    iterative algorithm
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    linear regression
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    oracle inequality
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    penalized least squares
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    scale invariance
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    variance estimation
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