\(L_1\)-penalization in functional linear regression with subgaussian design

DOI10.5802/jep.11zbMath1308.62143arXiv1307.8137OpenAlexW2963582384MaRDI QIDQ487731

Stanislav Minsker, Vladimir I. Koltchinskii

Publication date: 23 January 2015

Published in: Journal de l'École Polytechnique -- Mathématiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.8137

zbMATH Keywords

oracle inequalitysparse recoveryLASSOfunctional regressioninfinite dictionaries

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items

Worst possible sub-directions in high-dimensional models, Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression, Adapting to unknown noise level in sparse deconvolution

Uses Software

• fda (R)

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