Error analysis for coefficient-based regularized regression in additive models
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Publication:1698243
DOI10.1016/J.SPL.2017.10.001zbMATH Open1440.62278OpenAlexW2766126305MaRDI QIDQ1698243FDOQ1698243
Authors: Yanfang Tao, Biqin Song, Luoqing Li 
Publication date: 15 February 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.10.001
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Cites Work
- Title not available (Why is that?)
- Learning Theory
- Minimax-optimal rates for sparse additive models over kernel classes via convex programming
- Sparse Additive Models
- Component selection and smoothing in multivariate nonparametric regression
- Variable selection in nonparametric additive models
- Learning with sample dependent hypothesis spaces
- Learning theory estimates via integral operators and their approximations
- Concentration estimates for learning with \(\ell ^{1}\)-regularizer and data dependent hypothesis spaces
- Unified approach to coefficient-based regularized regression
- Multi-kernel regularized classifiers
- A new concentration result for regularized risk minimizers
- Learning rates for the risk of kernel-based quantile regression estimators in additive models
- Consistency of support vector machines using additive kernels for additive models
- SVM Soft Margin Classifiers: Linear Programming versus Quadratic Programming
- Error Analysis of Coefficient-Based Regularized Algorithm for Density-Level Detection
- Kernel-based sparse regression with the correntropy-induced loss
Cited In (4)
- Error analysis for \(l^q\)-coefficient regularized moving least-square regression
- Statistical consistency of coefficient-based conditional quantile regression
- Error Analysis of Coefficient-Based Regularized Algorithm for Density-Level Detection
- On the optimized parameters of coefficient regularized regressions
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