On estimation error bounds of the Elastic Net when p ≫ n
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Publication:5089920
Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 739533 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
- Lasso-type recovery of sparse representations for high-dimensional data
- Least angle regression. (With discussion)
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
- On model selection consistency of the elastic net when \(p \gg n\)
- Regularization and Variable Selection Via the Elastic Net
- Restricted eigenvalue properties for correlated Gaussian designs
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Simultaneous analysis of Lasso and Dantzig selector
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
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