On estimation error bounds of the Elastic Net when p ≫ n
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Publication:5089920
DOI10.1080/02331888.2022.2060224OpenAlexW4224243158MaRDI QIDQ5089920FDOQ5089920
Authors: Hanzhong Liu, Jinzhu Jia 
Publication date: 15 July 2022
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2022.2060224
Cites Work
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- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
- On model selection consistency of the elastic net when \(p \gg n\)
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods
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