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搜索结果: 1-10 共查到统计学其他学科 Lasso相关记录10条 . 查询时间(0.085 秒)
Due to its low computational cost, Lasso is an attractive regularization method for high-dimensional statistical settings. In this paper, we consider multivariate counting processes depending on an un...
We present the group fused Lasso for detection of multiple change-points shared by a set of co-occurring one-dimensional signals.
In this paper, we consider the Group Lasso estimator of the covariance matrix of a stochastic process corrupted by an additive noise. We propose to estimate the covariance matrix in a high-dimensiona...
This paper studies oracle properties of $ell_1$-penalized least squares in nonparametric regression setting with random design. We show that the penalized least squares estimator satisfies sparsity or...
We consider the problem of binary classification where one can, for a particular cost, choose not to classify an observation. We present a simple proof for the oracle inequality for the excess risk of...
We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron, Hastie, Johnstone & Tibshirani (2004) it is proved that the l...
We propose a general family of algorithms for regression estimation with quadratic loss, on the basis of geometrical considerations. These algorithms are able to select relevant functions into a large...
We establish estimation and model selection consistency, prediction and estimation bounds and persistence for the group-lasso estimator and model selector proposed by Yuan and Lin (2006) for least squ...
We derive the l∞ convergence rate simultaneously for Lasso and Dantzig estimators in a high-dimensional linear regression model under a mutual coherence assumption on the Gram matrix of the design and...
In this paper, we propose a new lasso-type estimator for censored data after one-step imputatation. While several penalized likelihood estimators have been proposed for censored data variable selectio...

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