Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space (Q4975573)

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scientific article; zbMATH DE number 6757120
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Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space
scientific article; zbMATH DE number 6757120

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    Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space (English)
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    7 August 2017
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    extended BIC
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    oracle property
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    selection consistency
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    sparse high-dimensional linear models
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