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Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances - MaRDI portal

Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances (Q1951793)

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Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances
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    Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances (English)
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    24 May 2013
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    regression estimation
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    statistical learning
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    confidence regions
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    shrinkage and thresholding methods
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    Lasso
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