High-dimensional regression and classification under a class of convex loss functions

DOI10.4310/SII.2013.V6.N2.A11zbMATH Open1327.62404MaRDI QIDQ897181FDOQ897181

Yuan Jiang, Chunming Zhang

Publication date: 17 December 2015

Published in: Statistics and Its Interface (Search for Journal in Brave)

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zbMATH Keywords

oracle propertyconvex losshigh-dimensional modeloptimal Bayes ruleweighted \(L_1\) penalty

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (8)

• Analysis to Neyman-Pearson classification with convex loss function
• Covariance-regularized regression and classification for high dimensional problems
• Classification with Gaussians and convex loss
• Convex models of high dimensional discrete data
• High dimensional binary classification under label shift: phase transition and regularization
• Title not available (Why is that?)
• High-dimension multilabel problems: convex or nonconvex relaxation?
• Modified Cheeger and ratio cut methods using the Ginzburg–Landau functional for classification of high-dimensional data

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