L1-Regularized Least Squares for Support Recovery of High Dimensional Single Index Models with Gaussian Designs
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Publication:2810910
zbMath1435.62273arXiv1511.08102MaRDI QIDQ2810910
Matey Neykov, Jun S. Liu, Tianxi Cai
Publication date: 6 June 2016
Full work available at URL: https://arxiv.org/abs/1511.08102
Ridge regression; shrinkage estimators (Lasso) (62J07) Optimal statistical designs (62K05) Generalized linear models (logistic models) (62J12)
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