A Note on Cross-Validation for Lasso Under Measurement Errors

DOI10.1080/00401706.2019.1668856MaRDI QIDQ6636575zbMATH OpenFDO

Authors Abhirup Datta, Hui Zou

Publication date 12 November 2024

Published in Technometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00401706.2019.1668856

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites work

• CoCoLasso for high-dimensional error-in-variables regression
• Consistency of cross validation for comparing regression procedures
• Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
• High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Leave-one-out cross-validation is risk consistent for Lasso
• Linear Model Selection by Cross-Validation
• Measurement error in Lasso: impact and likelihood bias correction
• MEBoost: variable selection in the presence of measurement error
• Risk consistency of cross-validation with Lasso-type procedures
• Sparse recovery under matrix uncertainty
• The restricted consistency property of leave-\(n_v\)-out cross-validation for high-dimensional variable selection

Cited in

(3)

• Tuning parameter selection for the adaptive nuclear norm regularized trace regression
• Estimation and variable selection under the function-on-scalar linear model with covariate measurement error
• Information Sharing for Robust and Stable Cross-Validation

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