ORACLE INEQUALITIES FOR LASSO AND DANTZIG SELECTOR IN HIGH-DIMENSIONAL LINEAR REGRESSION
Journal Title: JOURNAL OF ADVANCES IN MATHEMATICS - Year 2014, Vol 9, Issue 7
Abstract
During the last few years, a great deal attention has been focused on lasso and Dantzig selector in high-dimensional linear regression under a sparsity scenario, that is, when the number of variables can be much larger than the sample size. The authors [4][11][12] derived sparsity oracle inequalities of lasso and Dantzig selector for the prediction risk and bounds on the estimation loss under a variety of assumptions. In this paper, we take the restricted eigenvalue conditions, compatibility condition and UDP condition for examples to show oracle inequalities about lasso and Dantzig selector for high-dimensional linear regression.
Authors and Affiliations
Shiqing Wang, Wenfang Shi
Keywords
Related Articles
- EP ID EP651451
- DOI 10.24297/jam.v9i7.2313
- Views 163
- Downloads 0
STABILITY OF TREDECIC FUNCTIONAL EQUATION IN MATRIX NORMED SPACES
In this current work, we dene and nd the general solution of the tredecic functional equation. We also investigate and establish the generalized Ulam-Hyers stability of this functional equation in matrix normed spaces by...
Designing error resistant controller by using of bond-graph theory on electromagnetic loading system
Developing methods to design controller which at least under the situation that error exists, could continue its control procedure by decreasing operation till system attains secure situation to eliminate error, is a nec...
A NEW CONSTRUCTION OF MULTIWAVELETS WITH COMPOSITE DILATIONS
Consider an affine system AABwith composite dilations Da,D in which anand .It can be made an orthonormal AB multiwavelet or a parsval frame AB -wavelet ,by choosing appropriate s...
Applying genetic algorithm in selecting providers of supply chain in big stores
Excess competition in offering the goods and services in two previous decades throughout the world, is an undeniable fact. By increasing the number of rivals in the world class, the organizations were forced to improve h...
A multinomial logistic regression model for text in Albanian language
In this paper we present a multinomial logistic regression model for authorship identification in the Albanian language texts. In the model fitted the dependent variable is categorical which takes different values from 1...