Estimator of prediction error based on approximate message passing for penalized linear regression
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Publication:4964647
DOI10.1088/1742-5468/aac910zbMath1459.62135arXiv1802.06939OpenAlexW2788188237WikidataQ129625799 ScholiaQ129625799MaRDI QIDQ4964647
Publication date: 2 March 2021
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.06939
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Learning and adaptive systems in artificial intelligence (68T05)
Related Items (3)
Unnamed Item ⋮ Perfect reconstruction of sparse signals with piecewise continuous nonconvex penalties and nonconvexity control ⋮ Prediction errors for penalized regressions based on generalized approximate message passing
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