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(0.175 秒)
Lasso and probabilistic inequalities for multivariate point processes
Multivariate counting process Hawkes processes adaptive estimation Lasso procedure Bernstein-type inequalities.
2012/9/17
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...
The group fused Lasso for multiple change-point detection
Mines ParisTech CBIO, Fontainebleau, France Institut Curie, Paris, France INSERM U900, Paris, France
2011/7/7
We present the group fused Lasso for detection of multiple change-points shared by a set of co-occurring one-dimensional signals.
Group Lasso estimation of high-dimensional covariance matrices
Group Lasso ℓ 1 penalty high-dimensional covariance estimation basis expansion
2010/10/19
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...
Sparsity oracle inequalities for the Lasso
sparsity oracle inequalities Lasso penalized least squares dimension reduction aggregation mutual coherence
2009/9/16
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...
Lasso type classifiers with a reject option
Bayes classifiers classification convex surrogate loss hinge loss large margin classifiers ℓ 1 penalties
2009/9/16
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...
LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical performances
Regression estimation statistical learning confidence regions shrinkage and thresholding methods LASSO
2009/9/16
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...
On the asymptotic properties of the group lasso estimator for linear models
Least Squares Sparsity Group-Lasso Model Selection Oracle Inequalities Persistence
2009/9/16
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...
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
Linear model Lasso Dantzig Sparsity Model selection Sign consistency
2009/9/16
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...
On lasso for censored data
Accelerated failure time model Buckley-James estimator least angle regression survival analysis synthetic data
2009/9/16
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...