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(0.078 秒)
Lasso and probabilistic inequalities for multivariate point processes
Multivariate counting process Hawkes processes adaptive estimation Lasso procedure Bernstein-type inequalities.
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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
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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
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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
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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
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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...
Forward stagewise regression and the monotone lasso
regression lasso stagewise
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2009/9/16
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
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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
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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
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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
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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...