Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances

DOI10.1214/08-EJS288zbMath1320.62084arXiv0710.4466MaRDI QIDQ1951793

Pierre Alquier

Publication date: 24 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.4466

zbMATH Keywords

confidence regions; regression estimation; Lasso; statistical learning; shrinkage and thresholding methods

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

62G15: Nonparametric tolerance and confidence regions

68T05: Learning and adaptive systems in artificial intelligence

Related Items

Transductive versions of the Lasso and the Dantzig selector, Generalization of constraints for high dimensional regression problems

Uses Software

• R

Cites Work

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