Some sharp performance bounds for least squares regression with L 1 regularization

Annals of Statistics

Volumn 37, Issue 5, 2009, Pages 2109-2144

  Zhang, Tong ^a  

^a RUTGERS UNIVERSITY   (United States)

Author keywords

L1 regularization; Lasso; Parameter estimation; Regression; Sparsity; Variable selection

Indexed keywords

EID: 69049086702     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOS659     Document Type: Article

References (20)

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