An _1-oracle inequality for the Lasso in finite mixture Gaussian regression models

DOI10.1051/PS/2012016MaRDI QIDQ5408490zbMATH OpenOpenAlexFDO

Authors Caroline Meynet

Publication date 10 April 2014

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ps/2012016

zbMATH Keywords

\(\ell_1\)-balls\(\ell_1\)-oracle inequalitiesfinite mixture of Gaussian regressions modelLassomodel selection by penalization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Ridge regression; shrinkage estimators (Lasso) (62J07)

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(8)

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• Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
• Sparse Density Estimation with ℓ1 Penalties
• \(\ell_{1}\)-penalization for mixture regression models
• Finite mixture regression: a sparse variable selection by model selection for clustering

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