Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model

DOI10.1051/ps/2015020zbMath1353.62054arXiv1206.0710OpenAlexW1749326457MaRDI QIDQ2954238

Marius Kwemou

Publication date: 12 January 2017

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.0710

zbMATH Keywords

logistic modelgroup Lassooracle inequalityLassohigh-dimensional

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Related Items (4)

Weighted Lasso estimates for sparse logistic regression: non-asymptotic properties with measurement errors ⋮ Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression ⋮ Variable selection for sparse logistic regression ⋮ Robust inference on average treatment effects with possibly more covariates than observations

Uses Software

• glmnet
• hgam

Cites Work

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