Generalization of constraints for high dimensional regression problems

DOI10.1016/j.spl.2011.07.011zbMath1456.62137arXiv0811.0072MaRDI QIDQ645414

Mohamed Hebiri, Pierre Alquier

Publication date: 15 November 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.0072

zbMATH Keywords

high-dimensional data; variable selection; sparsity; Lasso; restricted eigenvalue assumption

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

Related Items

Transductive versions of the Lasso and the Dantzig selector, Weaker regularity conditions and sparse recovery in high-dimensional regression, Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors, Estimation and variable selection in partial linear single index models with error-prone linear covariates

Uses Software

• hgam

Cites Work

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