Prediction errors for penalized regressions based on generalized approximate message passing

DOI10.1088/1751-8121/acb530OpenAlexW4317816538MaRDI QIDQ5879248

Ayaka Sakata

Publication date: 28 February 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.12832

zbMATH Keywords

prediction errormessage passingcross validationinformation criteria

Mathematics Subject Classification ID

Statistics (62-XX) Geophysics (86-XX)

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