High-Dimensional Regression with Unknown Variance
نویسندگان
چکیده
منابع مشابه
High-dimensional regression with unknown variance
We review recent results for high-dimensional sparse linear regression in the practical case of unknown variance. Different sparsity settings are covered, including coordinate-sparsity, group-sparsity and variation-sparsity. The emphasis is put on non-asymptotic analyses and feasible procedures. In addition, a small numerical study compares the practical performance of three schemes for tuning ...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 2012
ISSN: 0883-4237
DOI: 10.1214/12-sts398