Minimax-optimal rates for sparse additive models over kernel classes via convex programming
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Publication:5405123
zbMath1283.62071arXiv1008.3654MaRDI QIDQ5405123
Bin Yu, Martin J. Wainwright, Garvesh Raskutti
Publication date: 1 April 2014
Full work available at URL: https://arxiv.org/abs/1008.3654
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Convex programming (90C25) Minimax problems in mathematical programming (90C47)
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