A Note on Cross-Validation for Lasso Under Measurement Errors
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Publication:6636575
DOI10.1080/00401706.2019.1668856MaRDI QIDQ6636575
Publication date: 12 November 2024
Published in: Technometrics (Search for Journal in Brave)
Cites Work
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- Measurement error in Lasso: impact and likelihood bias correction
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
- Sparse recovery under matrix uncertainty
- CoCoLasso for high-dimensional error-in-variables regression
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
- Consistency of cross validation for comparing regression procedures
- Leave-one-out cross-validation is risk consistent for Lasso
- The restricted consistency property of leave-nv-out cross-validation for high-dimensional variable selection
- Risk consistency of cross-validation with Lasso-type procedures
- Linear Model Selection by Cross-Validation
- MEBoost: variable selection in the presence of measurement error
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