Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
نویسندگان
چکیده
منابع مشابه
Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
High-dimensional data analysis has motivated a spectrum of regularization methods for variable selection and sparse modeling, with two popular methods being convex and concave ones. A long debate has taken place on whether one class dominates the other, an important question both in theory and to practitioners. In this article, we characterize the asymptotic equivalence of regularization method...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2013
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2013.803972