Sparse oracle inequalities for variable selection via regularized quantization

DOI10.3150/16-BEJ876zbMath1426.62211arXiv1406.3334MaRDI QIDQ2405182

Clément Levrard

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.3334

zbMATH Keywords

clusteringvariable selectionsparsityoracle inequalitiesLasso\(k\)-meanshigh dimension

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Approximations to statistical distributions (nonasymptotic) (62E17)

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