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The Lasso as an \(\ell _{1}\)-ball model selection procedure - MaRDI portal

The Lasso as an \(\ell _{1}\)-ball model selection procedure (Q1952205)

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scientific article; zbMATH DE number 6166839
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English
The Lasso as an \(\ell _{1}\)-ball model selection procedure
scientific article; zbMATH DE number 6166839

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    The Lasso as an \(\ell _{1}\)-ball model selection procedure (English)
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    28 May 2013
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    Lasso
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    \(\ell_1\)-oracle inequalities
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    model selection by penalization
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    \(\ell_1\)-balls
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    generalized linear Gaussian model
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