Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding (Q2447094)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding |
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Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding (English)
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24 April 2014
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sparse oracle inequality
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optimal threshold
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statistical inverse problem
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risk hull
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penalized empirical risk
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full subset selection
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heteroskedastic noise
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