The accessible lasso models

DOI10.1080/02331888.2016.1266632zbMath1440.62286arXiv1501.02559OpenAlexW2963014009MaRDI QIDQ4600776

Naftali Harris, Amir Sepehri

Publication date: 12 January 2018

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.02559

zbMATH Keywords

convex polytopesupper bound theoremmodel selection consistencyLasso geometry

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Special polytopes (linear programming, centrally symmetric, etc.) (52B12)

Related Items (1)

On the distribution, model selection properties and uniqueness of the Lasso estimator in low and high dimensions

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