We establish sign recovery consistency and ℓ∞-error bounds for the Lasso partial likelihood estimator under suitable and interpretable conditions, including mutual incoherence conditions. More importantly, we show that the conditions of the incoherence and bounds on the minimal non-zero coefficients ...
Assumptionless consistency of the Lasso 来自 arXiv.org 喜欢 0 阅读量: 41 作者: S Chatterjee 摘要: The Lasso is a popular statistical tool invented by Robert Tibshirani for linear regression when the number of covariates is greater than or comparable to the number of observations. The ...
We consider the least-square regression problem with regularization by a block 1-norm, i.e., a sum of Euclidean norms over spaces of dimensions larger than one. This problem, referred to as the group Lasso, extends the usual regularization by the 1-norm where all spaces have dimension one...
ModelSelection Consistency ModelSelection Consistency LassoPeng Zhao pengzhao@stat.berkeley.edu Department StatisticsUniversity Berkeley367 Evans Hall Berkeley, CA 94720-3860, USA Bin Yu binyu@stat.berkeley.edu Department StatisticsUniversity Berkeley367 Evans Hall Berkeley, CA 94720-3860, USA Editor: ...
In this paper, we study the strong consistency and rates of convergence of the Lasso estimator. It is shown that when the error variables have a finite mean, the Lasso estimator is strongly consistent, provided the penalty parameter (say, λn) is of smaller order than the sample size (say...
We consider the least-square regression problem with regularization by a block 1-norm, i.e., a sum of Euclidean norms over spaces of dimensions larger than one. This problem, referred to as the group Lasso, extends the usual regularization by the 1-norm where all spaces have dimension one...
But when $p \\gg n$, existing results from literature about the model selection consistency of lasso always require special and strong conditions, including the information from unknown true coefficients. An important question is: If the lasso solution can select the true variables without such ...
normtraceconsistency一致性lassorank ConsistencyoftracenormminimizationFrancisBachTocitethisversion:FrancisBach.Consistencyoftracenormminimization.2007.HALId:hal-00179522https://hal.archives-ouvertes.fr/hal-00179522Submittedon15Oct2007HALisamulti-disciplinaryopenaccessarchiveforthedepositanddisseminationofsci-entific...
Consistency of trace norm minimization of the consistency results of the Lasso to provide necessary and sufficient conditions for rank consistency of trace norm minimization with the square loss... FR Bach - 《Journal of Machine Learning Research》 被引量: 456发表: 2008年 On the Existence of Fin...