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On constrained and regularized high-dimensional regression
High-dimensional feature selection has become increasingly crucial for seeking parsimonious models in estimation. For selection consistency, we derive one necessary and sufficient condition formulated on the notion of degree-of-separation. The minimal degree of separation is necessary for any method...
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| Autori principali: | , , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
2013
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| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3898843/ https://ncbi.nlm.nih.gov/pubmed/24465052 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10463-012-0396-3 |
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