Oracle Inequalities for a Group Lasso Procedure Applied to Generalized Linear Models in High Dimension
From MaRDI portal
Publication:2986452
DOI10.1109/TIT.2014.2303121zbMath1360.94123MaRDI QIDQ2986452
Mélanie Blazère, Fabrice Gamboa, Jean-Michel Loubes
Publication date: 16 May 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Related Items
Posterior contraction in group sparse logit models for categorical responses ⋮ Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection ⋮ Overlapping group lasso for high-dimensional generalized linear models ⋮ Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression ⋮ Optimal decorrelated score subsampling for generalized linear models with massive data ⋮ Variable selection for sparse logistic regression ⋮ PUlasso: High-Dimensional Variable Selection With Presence-Only Data ⋮ Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models ⋮ High-dimensional generalized linear models incorporating graphical structure among predictors ⋮ Covariate selection with group lasso and doubly robust estimation of causal effects ⋮ Taylor quasi-likelihood for limited generalized linear models
