Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation
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Publication:2325349
DOI10.3150/18-BEJ1078zbMath1428.62328arXiv1705.10696MaRDI QIDQ2325349
Publication date: 25 September 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.10696
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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