Weakly decomposable regularization penalties and structured sparsity

DOI10.1111/sjos.12032zbMath1349.62325arXiv1204.4813OpenAlexW2132336541MaRDI QIDQ5413946

Sara van de Geer

Publication date: 2 May 2014

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.4813

zbMATH Keywords

regularizationsparsityLassosharp oracle inequalityweakly decomposable norm

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (16)

Worst possible sub-directions in high-dimensional models ⋮ Generalized linear models with structured sparsity estimators ⋮ Sparse principal component analysis for high‐dimensional stationary time series ⋮ Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression ⋮ Robust machine learning by median-of-means: theory and practice ⋮ Oracle Inequalities for Local and Global Empirical Risk Minimizers ⋮ Regularization and the small-ball method. I: Sparse recovery ⋮ Sparse recovery under weak moment assumptions ⋮ Group Regularized Estimation Under Structural Hierarchy ⋮ Sharp oracle inequalities for low-complexity priors ⋮ Sampling from non-smooth distributions through Langevin diffusion ⋮ Sharp Oracle Inequalities for Square Root Regularization ⋮ Asymptotic linear expansion of regularized M-estimators ⋮ Unnamed Item ⋮ Penalized wavelet estimation and robust denoising for irregular spaced data ⋮ On model selection consistency of regularized M-estimators

Uses Software

• hgam

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