Oracle inequalities for high-dimensional prediction
نویسندگان
چکیده
منابع مشابه
Oracle Inequalities for High-dimensional Prediction
The abundance of high-dimensional data in the modern sciences has generated tremendous interest in penalized estimators such as the lasso, scaled lasso, square-root lasso, elastic net, and many others. However, the common theoretical bounds for the predictive performance of these estimators hinge on strong, in practice unverifiable assumptions on the design. In this paper, we introduce a new se...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2019
ISSN: 1350-7265
DOI: 10.3150/18-bej1019