Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces

DOI10.3150/18-BEJ1041zbMath1466.62275OpenAlexW2950198428MaRDI QIDQ2419665

Anirvan Chakraborty, Victor M. Panaretos

Publication date: 14 June 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1560326433

zbMATH Keywords

rate of convergenceprincipal component analysisridge regressionill-posed problemspectral truncationmean integrated squared erroradmissibilityfunctional data analysisTikhonov regularisationcondition index

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Probability theory on linear topological spaces (60B11)

Related Items (2)

Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces ⋮ Prediction in functional regression with discretely observed and noisy covariates

Uses Software

• fda (R)

Cites Work

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