메뉴 건너뛰기




Volumn 154, Issue 1-2, 2012, Pages 193-224

ℓ1-regularized linear regression: Persistence and oracle inequalities

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84867330878     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-011-0367-2     Document Type: Article
Times cited : (38)

References (42)
  • 1
    • 39649083610 scopus 로고    scopus 로고
    • Fast rates for estimation error and oracle inequalities for model selection
    • Bartlett P. L.: Fast rates for estimation error and oracle inequalities for model selection. Econom. Theory 24(02), 545-552 (2008).
    • (2008) Econom. Theory , vol.24 , Issue.2 , pp. 545-552
    • Bartlett, P.L.1
  • 4
    • 68649086910 scopus 로고    scopus 로고
    • Simultaneous analysis of LASSO and Dantzig selector
    • Bickel P. J., Ritov Y., Tsybakov A. B.: Simultaneous analysis of LASSO and Dantzig selector. Ann. Stat. 39(4), 1705-1732 (2009).
    • (2009) Ann. Stat. , vol.39 , Issue.4 , pp. 1705-1732
    • Bickel, P.J.1    Ritov, Y.2    Tsybakov, A.B.3
  • 5
    • 50849114939 scopus 로고    scopus 로고
    • Sparsity oracle inequalities for the Lasso
    • (electronic)
    • Bunea F., Tsybakov A., Wegkamp M.: Sparsity oracle inequalities for the Lasso. Electron. J. Stat. 1, 169-194 (2007) (electronic).
    • (2007) Electron. J. Stat. , vol.1 , pp. 169-194
    • Bunea, F.1    Tsybakov, A.2    Wegkamp, M.3
  • 7
    • 69049120308 scopus 로고    scopus 로고
    • Near-ideal model selection by l1 minimization
    • Candès E. J., Plan Y.: Near-ideal model selection by l1 minimization. Ann. Stat. 37(5A), 2145-2177 (2009).
    • (2009) Ann. Stat. , vol.37 , Issue.5 A , pp. 2145-2177
    • Candès, E.J.1    Plan, Y.2
  • 8
    • 0001845750 scopus 로고
    • Inequalities of Bernstein-Jackson-type and the degree of compactness of operators in Banach spaces
    • Carl B.: Inequalities of Bernstein-Jackson-type and the degree of compactness of operators in Banach spaces. Ann. Inst. Fourier (Grenoble) 35(3), 79-118 (1985).
    • (1985) Ann. Inst. Fourier (Grenoble) , vol.35 , Issue.3 , pp. 79-118
    • Carl, B.1
  • 9
    • 33646360369 scopus 로고    scopus 로고
    • Statistical learning theory and stochastic optimization
    • Lecture Notes in Mathematics, Springer, Berlin
    • Catoni, O.: Statistical learning theory and stochastic optimization. Ecole d'Eté de Probabilités de Saint-Flour 2001. Lecture Notes in Mathematics, vol. 1851. Springer, Berlin (2004).
    • (2004) Ecole d'Eté de Probabilités de Saint-Flour 2001 , vol.1851
    • Catoni, O.1
  • 11
    • 33144483155 scopus 로고    scopus 로고
    • Stable recovery of sparse overcomplete representations in the presence of noise
    • Donoho D. L., Elad M., Temlyakov V. N.: Stable recovery of sparse overcomplete representations in the presence of noise. IEEE Trans. Inform. Theory 52(1), 6-18 (2006).
    • (2006) IEEE Trans. Inform. Theory , vol.52 , Issue.1 , pp. 6-18
    • Donoho, D.L.1    Elad, M.2    Temlyakov, V.N.3
  • 12
    • 0041958932 scopus 로고
    • Ideal spatial adaptation by wavelet shrinkage
    • Donoho D. L., Johnstone I. M.: Ideal spatial adaptation by wavelet shrinkage. Biometrika 81(3), 425-455 (1994).
    • (1994) Biometrika , vol.81 , Issue.3 , pp. 425-455
    • Donoho, D.L.1    Johnstone, I.M.2
  • 13
    • 84867329866 scopus 로고    scopus 로고
    • The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
    • E. Giné, V. Koltchinskii, and R. Norvaisa (Eds.), New York: Springer
    • Dudley R. M.: The sizes of compact subsets of Hilbert space and continuity of Gaussian processes. In: Giné, E., Koltchinskii, V., Norvaisa, R. (eds) Selected Works of R. M. Dudley, Selected Works in Probability and Statistics, pp. 125-165. Springer, New York (2010).
    • (2010) Selected Works of R.M. Dudley, Selected Works in Probability and Statistics , pp. 125-165
    • Dudley, R.M.1
  • 14
    • 0000145024 scopus 로고
    • Some limit theorems for empirical processes
    • (with discussion)
    • Giné E., Zinn J.: Some limit theorems for empirical processes. Ann. Probab. 12(4), 929-998 (1984) (with discussion).
    • (1984) Ann. Probab. , vol.12 , Issue.4 , pp. 929-998
    • Giné, E.1    Zinn, J.2
  • 15
    • 35648994961 scopus 로고    scopus 로고
    • Gaussian averages of interpolated bodies and applications to approximate reconstruction
    • Gordon Y., Litvak A. E., Mendelson S., Pajor A.: Gaussian averages of interpolated bodies and applications to approximate reconstruction. J. Approx. Theory 149(1), 59-73 (2007).
    • (2007) J. Approx. Theory , vol.149 , Issue.1 , pp. 59-73
    • Gordon, Y.1    Litvak, A.E.2    Mendelson, S.3    Pajor, A.4
  • 16
    • 33845612972 scopus 로고    scopus 로고
    • 1 constraint
    • 1 constraint. Ann. Stat. 34(5), 2367-2386 (2006).
    • (2006) Ann. Stat. , vol.34 , Issue.5 , pp. 2367-2386
    • Greenshtein, E.1
  • 17
    • 31344454903 scopus 로고    scopus 로고
    • Persistence in high-dimensional linear predictor selection and the virtue of overparametrization
    • Greenshtein E., Ritov Y.: Persistence in high-dimensional linear predictor selection and the virtue of overparametrization. Bernoulli 10(6), 971-988 (2004).
    • (2004) Bernoulli , vol.10 , Issue.6 , pp. 971-988
    • Greenshtein, E.1    Ritov, Y.2
  • 18
    • 34247578706 scopus 로고    scopus 로고
    • Subspaces and orthogonal decompositions generated by bounded orthogonal systems
    • Guédon O., Mendelson S., Pajor A., Tomczak-Jaegermann N.: Subspaces and orthogonal decompositions generated by bounded orthogonal systems. Positivity 11(2), 269-283 (2007).
    • (2007) Positivity , vol.11 , Issue.2 , pp. 269-283
    • Guédon, O.1    Mendelson, S.2    Pajor, A.3    Tomczak-Jaegermann, N.4
  • 20
    • 84947403595 scopus 로고
    • Probability inequalities for sums of bounded random variables
    • Hoeffding W.: Probability inequalities for sums of bounded random variables. J. Am. Stat. Assoc. 58, 13-30 (1963).
    • (1963) J. Am. Stat. Assoc. , vol.58 , pp. 13-30
    • Hoeffding, W.1
  • 23
    • 33846193774 scopus 로고    scopus 로고
    • A note on the lasso and related procedures in model selection
    • Leng C., Lin Y., Wahba G.: A note on the lasso and related procedures in model selection. Stat. Sinica 16(4), 1273-1284 (2006).
    • (2006) Stat. Sinica , vol.16 , Issue.4 , pp. 1273-1284
    • Leng, C.1    Lin, Y.2    Wahba, G.3
  • 24
    • 56449113372 scopus 로고    scopus 로고
    • Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
    • Lounici K.: Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators. Electron. J. Stat. 2, 90-102 (2008).
    • (2008) Electron. J. Stat. , vol.2 , pp. 90-102
    • Lounici, K.1
  • 25
    • 33747163541 scopus 로고    scopus 로고
    • High-dimensional graphs and variable selection with the lasso
    • Meinshausen N., Bühlmann P.: High-dimensional graphs and variable selection with the lasso. Ann. Stat. 34(3), 1436-1462 (2006).
    • (2006) Ann. Stat. , vol.34 , Issue.3 , pp. 1436-1462
    • Meinshausen, N.1    Bühlmann, P.2
  • 26
    • 65349193793 scopus 로고    scopus 로고
    • Lasso-type recovery of sparse representations for high-dimensional data
    • Meinshausen N., Yu B.: Lasso-type recovery of sparse representations for high-dimensional data. Ann. Stat. 37(1), 246-270 (2009).
    • (2009) Ann. Stat. , vol.37 , Issue.1 , pp. 246-270
    • Meinshausen, N.1    Yu, B.2
  • 27
    • 0036648803 scopus 로고    scopus 로고
    • Improving the sample complexity using global data
    • Mendelson S.: Improving the sample complexity using global data. IEEE Trans. Inform. Theory 48(7), 1977-1991 (2002).
    • (2002) IEEE Trans. Inform. Theory , vol.48 , Issue.7 , pp. 1977-1991
    • Mendelson, S.1
  • 28
    • 3142722249 scopus 로고    scopus 로고
    • On the performance of kernel classes
    • Mendelson S.: On the performance of kernel classes. J. Mach. Learn. Res. 4(5), 759-771 (2004).
    • (2004) J. Mach. Learn. Res. , vol.4 , Issue.5 , pp. 759-771
    • Mendelson, S.1
  • 29
    • 73949116964 scopus 로고    scopus 로고
    • Regularization in Kernel learning
    • Mendelson S., Neeman J.: Regularization in Kernel learning. Ann. Stat. 30(1), 526-565 (2010).
    • (2010) Ann. Stat. , vol.30 , Issue.1 , pp. 526-565
    • Mendelson, S.1    Neeman, J.2
  • 31
    • 0001380430 scopus 로고
    • Remarques sur les nombres d'entropie d'un opérateur et de son transposé
    • Pajor A., Tomczak-Jaegermann N.: Remarques sur les nombres d'entropie d'un opérateur et de son transposé. C. R. Acad. Sci. Paris Sér. I Math. 301(15), 743-746 (1985).
    • (1985) C. R. Acad. Sci. Paris Sér. I Math. , vol.301 , Issue.15 , pp. 743-746
    • Pajor, A.1    Tomczak-Jaegermann, N.2
  • 32
    • 33846813628 scopus 로고    scopus 로고
    • Concentration of mass on convex bodies
    • Paouris G.: Concentration of mass on convex bodies. Geom. Funct. Anal. 16(5), 1021-1049 (2006).
    • (2006) Geom. Funct. Anal. , vol.16 , Issue.5 , pp. 1021-1049
    • Paouris, G.1
  • 34
    • 0003254209 scopus 로고
    • The volume of convex bodies and Banach space geometry
    • Cambridge University Press, Cambridge
    • Pisier, G.: The volume of convex bodies and Banach space geometry. In: Cambridge Tracts in Mathematics, vol. 94. Cambridge University Press, Cambridge (1989).
    • (1989) Cambridge Tracts in Mathematics , vol.94
    • Pisier, G.1
  • 35
    • 0002662601 scopus 로고
    • Regularity of gaussian processes
    • 10.1007/BF02392556
    • Talagrand M.: Regularity of gaussian processes. Acta Mathematica 159, 99-149 (1987). doi: 10. 1007/BF02392556.
    • (1987) Acta Mathematica , vol.159 , pp. 99-149
    • Talagrand, M.1
  • 37
    • 0001287271 scopus 로고    scopus 로고
    • Regression shrinkage and selection via the lasso
    • Tibshirani R.: Regression shrinkage and selection via the lasso. J. Roy. Stat. Soc. Ser. B 58(1), 267-288 (1996).
    • (1996) J. Roy. Stat. Soc. Ser. B , vol.58 , Issue.1 , pp. 267-288
    • Tibshirani, R.1
  • 39
    • 51049121146 scopus 로고    scopus 로고
    • High-dimensional generalized linear models and the lasso
    • van de Geer S. A.: High-dimensional generalized linear models and the lasso. Ann. Stat. 36(2), 614-645 (2008).
    • (2008) Ann. Stat. , vol.36 , Issue.2 , pp. 614-645
    • van de Geer, S.A.1
  • 41
    • 50949096321 scopus 로고    scopus 로고
    • The sparsity and bias of the LASSO selection in high-dimensional linear regression
    • Zhang C. H., Huang J.: The sparsity and bias of the LASSO selection in high-dimensional linear regression. Ann. Stat. 36(4), 1567-1594 (2008).
    • (2008) Ann. Stat. , vol.36 , Issue.4 , pp. 1567-1594
    • Zhang, C.H.1    Huang, J.2
  • 42
    • 69049086702 scopus 로고    scopus 로고
    • 1 regularization
    • 1 regularization. Ann. Stat. 37(5A), 2109-2144 (2009).
    • (2009) Ann. Stat. , vol.37 , Issue.5 A , pp. 2109-2144
    • Zhang, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.