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Oracle inequalities for computationally adaptive model selection
Oracle computationally adaptive model selection
2012/9/17
We analyze general model selection procedures using penalized empirical loss minimization under computational constraints. While classical model selection approaches do not consider computational aspe...
Gaussian Oracle Inequalities for Structured Selection in Non-Parametric Cox Model
Gaussian Oracle Inequalities Structured Selection Non-Parametric Cox Model
2012/9/19
To better understand the interplay of censoring and sparsity we develop finite sample properties of nonparametric Cox proportional hazard乫s model. Due to high impact of sequencing data, carrying genet...
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, 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...
General oracle inequalities for model selection
general oracle inequalities model selection
2009/9/16
Model selection is often performed by empirical risk minimization. The quality of selection in a given situation can be assessed by risk bounds, which require assumptions both on the margin and the ta...