Self-concordant analysis for logistic regression
From MaRDI portal
Publication:1952060
DOI10.1214/09-EJS521zbMath1329.62324MaRDI QIDQ1952060
Publication date: 27 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1271941980
Ridge regression; shrinkage estimators (Lasso) (62J07) General nonlinear regression (62J02) Quadratic programming (90C20)
Related Items
Posterior contraction in group sparse logit models for categorical responses, Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model, Unnamed Item, The degrees of freedom of partly smooth regularizers, A robust high dimensional estimation of a finite mixture of the generalized linear model, Semi-discrete optimal transport: hardness, regularization and numerical solution, Binacox: automatic cut‐point detection in high‐dimensional Cox model with applications in genetics, Convergence of the exponentiated gradient method with Armijo line search, Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model, Statistical Inference for High-Dimensional Generalized Linear Models With Binary Outcomes, A Likelihood-Based Approach for Multivariate Categorical Response Regression in High Dimensions, A tractable online learning algorithm for the multinomial logit contextual bandit, Composite Convex Minimization Involving Self-concordant-Like Cost Functions, Generalized self-concordant analysis of Frank-Wolfe algorithms, High-dimensional estimation with geometric constraints: Table 1., Variable selection for sparse logistic regression, Finite-sample analysis of \(M\)-estimators using self-concordance, Estimation of high-dimensional partially-observed discrete Markov random fields, Robust inference on average treatment effects with possibly more covariates than observations, Unnamed Item, Unnamed Item, Nonasymptotic convergence of stochastic proximal point algorithms for constrained convex optimization, Some worst-case datasets of deterministic first-order methods for solving binary logistic regression, A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers, Sparse Poisson regression with penalized weighted score function, Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models, Generalized self-concordant functions: a recipe for Newton-type methods, Unnamed Item, Structured estimation for the nonparametric Cox model
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- Testing the nullspace property using semidefinite programming
- On verifiable sufficient conditions for sparse signal recovery via \(\ell_{1}\) minimization
- Some sharp performance bounds for least squares regression with \(L_1\) regularization
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
- Simultaneous analysis of Lasso and Dantzig selector
- High-dimensional generalized linear models and the lasso
- High-dimensional graphs and variable selection with the Lasso
- Some results on Tchebycheffian spline functions and stochastic processes
- A new concentration result for regularized risk minimizers
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Nonlinear Experiments: Optimal Design and Inference Based on Likelihood
- On the Non-Negative Garrotte Estimator
- Model Selection and Estimation in Regression with Grouped Variables
- Some Comments on C P
- The Estimation of Prediction Error
- Convexity, Classification, and Risk Bounds
- Smoothing spline ANOVA models