High-dimensional regression and classification under a class of convex loss functions (Q897181)
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English | High-dimensional regression and classification under a class of convex loss functions |
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High-dimensional regression and classification under a class of convex loss functions (English)
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17 December 2015
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convex loss
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high-dimensional model
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optimal Bayes rule
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oracle property
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weighted \(L_1\) penalty
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