Model Selection Consistency of Lasso for Empirical Data
نویسندگان
چکیده
منابع مشابه
On Model Selection Consistency of Lasso On Model Selection Consistency of Lasso
Sparsity or parsimony of statistical models is crucial for their proper interpretations, as in sciences and social sciences. Model selection is a commonly used method to find such models, but usually involves a computationally heavy combinatorial search. Lasso (Tibshirani, 1996) is now being used as a computationally feasible alternative to model selection. Therefore it is important to study La...
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Sparsity or parsimony of statistical models is crucial for their proper interpretations, as in sciences and social sciences. Model selection is a commonly used method to find such models, but usually involves a computationally heavy combinatorial search. Lasso (Tibshirani, 1996) is now being used as a computationally feasible alternative to model selection. Therefore it is important to study La...
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ژورنال
عنوان ژورنال: Chinese Annals of Mathematics, Series B
سال: 2018
ISSN: 0252-9599,1860-6261
DOI: 10.1007/s11401-018-0084-6