Efficient kernel-based variable selection with sparsistency

DOI10.5705/ss.202019.0401OpenAlexW3126888773MaRDI QIDQ5037806

Junhui Wang, Xin He, Shao-Gao Lv

Publication date: 4 March 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.09246

zbMATH Keywords

ridge regressionRKHShard thresholdinggradient learningnonparametric sparse learning

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Robust partially linear trend filtering for regression estimation and structure discovery ⋮ Structure learning via unstructured kernel-based M-estimation ⋮ Discovering model structure for partially linear models

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