Oracle properties of SCAD-penalized support vector machine

DOI10.1016/J.JSPI.2012.03.002MaRDI QIDQ433741zbMATH OpenOpenAlexFDO

Authors Changyi Park, Kwang-Rae Kim, Rangmi Myung, Ja-Yong Koo

Publication date 6 July 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.03.002

zbMATH Keywords

classificationFisher consistencysmoothly clipped absolute deviation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Variable selection for support vector machines in moderately high dimensions
• Statistical performance of support vector machines
• Classifiers of support vector machine type with \(\ell_1\) complexity regularization
• scientific article; zbMATH DE number 5274654
• Some Remarks on the Statistical Analysis of SVMs and Related Methods

Cites work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 1332320 (Why is no real title available?)
• A Bahadur representation of the linear support vector machine
• A note on margin-based loss functions in classification
• Asymptotic oracle properties of SCAD-penalized least squares estimators
• Asymptotics for Lasso-type estimators.
• Consistency of Support Vector Machines and Other Regularized Kernel Classifiers
• Convergence rates of generalization errors for margin-based classification
• Convexity, Classification, and Risk Bounds
• Fast rates for support vector machines using Gaussian kernels
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• Nonconcave penalized likelihood with a diverging number of parameters.
• One-step sparse estimates in nonconcave penalized likelihood models
• Smoothly clipped absolute deviation on high dimensions
• Statistical behavior and consistency of classification methods based on convex risk minimization.
• Statistical performance of support vector machines
• Structured multicategory support vector machines with analysis of variance decomposition
• Support-vector networks
• The Adaptive Lasso and Its Oracle Properties
• The elements of statistical learning. Data mining, inference, and prediction
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection in quantile regression

Cited in

(13)

• Support vector machine in ultrahigh-dimensional feature space
• Kernel variable selection for multicategory support vector machines
• Feature selection for linear SVM with provable guarantees
• Auxiliary Marker-Assisted Classification in the Absence of Class Identifiers
• An error bound for \(L_1\)-norm support vector machine coefficients in ultra-high dimension
• The statistical rate for support matrix machines under low rankness and row (column) sparsity
• Support vector machine in big data: smoothing strategy and adaptive distributed inference
• Variable selection for naive Bayes semisupervised learning
• Asymptotic oracle properties of SCAD-penalized least squares estimators
• Model averaging for support vector classifier by cross-validation
• On sparse representation for optimal individualized treatment selection with penalized outcome weighted learning
• Regularization paths of \(L_1\)-penalized ROC curve-optimizing support vector machines
• Divide-and-conquer for debiased \(l_1\)-norm support vector machine in ultra-high dimensions

Describes a project that uses

Uses Software

• ElemStatLearn

This page was built for publication: Oracle properties of SCAD-penalized support vector machine

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q433741)