Towards the study of least squares estimators with convex penalty

zbMath1409.62133arXiv1701.09120MaRDI QIDQ4557508

Alexandre B. Tsybakov, Guillaume Lecué, Pierre C. Bellec

Publication date: 23 November 2018

Full work available at URL: https://arxiv.org/abs/1701.09120

zbMATH Keywords

penalizationsparsityhigh-dimensional statisticscompatibility factor

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (3)

Penalized least square in sparse setting with convex penalty and non Gaussian errors ⋮ Discussion of ``On concentration for (regularized) empirical risk minimization by Sara van de Geer and Martin Wainwright ⋮ Unnamed Item

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