Oracle properties of SCAD-penalized support vector machine

DOI10.1016/J.JSPI.2012.03.002zbMATH Open1244.62093OpenAlexW2012159277MaRDI QIDQ433741FDOQ433741

Ja-Yong Koo, Changyi Park, Kwang-Rae Kim, Rangmi Myung

Publication date: 6 July 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.03.002

zbMATH Keywords

classificationFisher consistencysmoothly clipped absolute deviation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

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• Convexity, Classification, and Risk Bounds
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Cited In (13)

• Support vector machine in ultrahigh-dimensional feature space
• Title not available (Why is that?)
• Kernel variable selection for multicategory support vector machines
• Feature selection for linear SVM with provable guarantees
• Auxiliary Marker-Assisted Classification in the Absence of Class Identifiers
• Title not available (Why is that?)
• The statistical rate for support matrix machines under low rankness and row (column) sparsity
• Support vector machine in big data: smoothing strategy and adaptive distributed inference
• Asymptotic oracle properties of SCAD-penalized least squares estimators
• Model averaging for support vector classifier by cross-validation
• On sparse representation for optimal individualized treatment selection with penalized outcome weighted learning
• Regularization paths of \(L_1\)-penalized ROC curve-optimizing support vector machines
• Variable Selection for Naive Bayes Semisupervised Learning

Uses Software

• ElemStatLearn

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