Automatic transfer learning for high-dimensional linear regression

DOI10.1016/J.SPL.2025.110445MaRDI QIDQ6976955zbMATH OpenFDO

Authors Xinhao Qu

Publication date 31 May 2025

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

Full work available at URL https://doi.org/10.1016/J.SPL.2025.110445

zbMATH Keywords

adaptive estimationhigh-dimensional linear regressiontransfer learning

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• Adaptive Lasso for sparse high-dimensional regression models
• Deviation optimal learning using greedy \(Q\)-aggregation
• Distributed feature screening via componentwise debiasing
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• The Adaptive Lasso and Its Oracle Properties
• Transfer Learning for High-Dimensional Linear Regression: Prediction, Estimation and Minimax Optimality
• Transfer Learning under High-dimensional Generalized Linear Models

Cited in

(1)

• Transfer learning based on the single-index model

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