Boosting for high-dimensional linear models

DOI10.1214/009053606000000092zbMath1095.62077arXivmath/0606789OpenAlexW2952563653MaRDI QIDQ2497175

Publication date: 3 August 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0606789

zbMATH Keywords

variable selection overcomplete dictionary sparsity gene expression Lasso binary classification matching pursuit weak greedy algorithm

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Computational learning theory (68Q32) Applications of statistics to biology and medical sciences; meta analysis (62P10) Linear inference, regression (62J99) Newton-type methods (49M15) Statistical aspects of information-theoretic topics (62B10)

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