High-Dimensional Adaptive Minimax Sparse Estimation With Interactions

DOI10.1109/TIT.2019.2913417zbMath1432.62217arXiv1804.02482OpenAlexW2964255072WikidataQ128021273 ScholiaQ128021273MaRDI QIDQ5211374

Yuhong Yang, Chenglong Ye

Publication date: 28 January 2020

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.02482

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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