Generalization of constraints for high dimensional regression problems

DOI10.1016/J.SPL.2011.07.011zbMath1456.62137arXiv0811.0072OpenAlexW2084768096MaRDI 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 datavariable selectionsparsityLassorestricted eigenvalue assumption

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (4)

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

Uses Software

• hgam

Cites Work

• Unnamed Item
• Unnamed Item
• The Dantzig selector and sparsity oracle inequalities
• Some theoretical results on the grouped variables Lasso
• Lasso-type recovery of sparse representations for high-dimensional data
• Sparse recovery in convex hulls via entropy penalization
• High-dimensional additive modeling
• Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances
• On the conditions used to prove oracle results for the Lasso
• Simultaneous analysis of Lasso and Dantzig selector
• High-dimensional generalized linear models and the lasso
• Sparsity oracle inequalities for the Lasso
• Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
• Aggregation for Gaussian regression
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• High-dimensional graphs and variable selection with the Lasso
• Square-root lasso: pivotal recovery of sparse signals via conic programming
• Nonparametric statistical inverse problems
• Aggregation by Exponential Weighting and Sharp Oracle Inequalities

This page was built for publication: Generalization of constraints for high dimensional regression problems