Adaptive Minimax Estimation over Sparse $\ell_q$-Hulls
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Publication:2934056
zbMath1319.62016arXiv1108.1961MaRDI QIDQ2934056
Fuchang Gao, Sandra Paterlini, Zhan Wang, Yuhong Yang
Publication date: 8 December 2014
Full work available at URL: https://arxiv.org/abs/1108.1961
model selectionminimax rate of convergencehigh-dimensional sparse learningoptimal aggregation, sparse \(q\)-constraint
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)
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