Sparsity in multiple kernel learning

DOI10.1214/10-AOS825zbMath1204.62086arXiv1211.2998MaRDI QIDQ620564

Ming Yuan, Vladimir I. Koltchinskii

Publication date: 19 January 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.2998

zbMATH Keywords

reproducing kernel Hilbert spaces; high dimensionality; sparsity; oracle inequality; multiple kernel learning; restricted isometry

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

60E15: Inequalities; stochastic orderings

46N30: Applications of functional analysis in probability theory and statistics

62G99: Nonparametric inference

Uses Software

• hgam