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Grouping Strategies and Thresholding for High Dimensional Linear Models
Structured sparsity Grouping, Learning Theory Non Linear Methods Block-thresholding coherence Wavelets
2012/9/19
The estimation problem in a high regression model with structured sparsity is investigated.An algorithm using a two steps block thresholding procedure called GR-LOL is provided.Convergence rates are p...
Wavelet block thresholding for samples with random design: A minimax approach under the Lp risk
Regression with random design wavelets block thresholding
2009/9/18
We consider the regression model with (known) random design. We investigate the minimax performances of an adaptive wavelet block thresholding estimator under the Lp risk with p >2 over Besov balls. W...
On the performances of a new thresholding procedure using tree structure
Besov spaces estimation maxiset minimax risk rate of convergence thresholding methods tree structure
2009/9/16
This paper deals with the problem of function estimation. Using the white noise model setting, we provide a method to construct a new wavelet procedure based on thresholding rules which takes advantag...
Thresholding-based iterative selection procedures for model selection and shrinkage
Sparsity nonconvex penalties thresholding model selection & shrinkage lasso ridge SCAD
2009/9/16
This paper discusses a class of thresholding-based iterative selection procedures (TISP) for model selection and shrinkage. People have long before noticed the weakness of the convex $l_1$-constraint ...