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Non-Asymptotic Oracle Inequalities for the High-Dimensional Cox Regression via Lasso
We consider finite sample properties of the regularized high-dimensional Cox regression via lasso. Existing literature focuses on linear models or generalized linear models with Lipschitz loss functions, where the empirical risk functions are the summations of independent and identically distributed...
Tallennettuna:
| Päätekijät: | , |
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| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
2014
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| Aiheet: | |
| Linkit: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3916829/ https://ncbi.nlm.nih.gov/pubmed/24516328 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.5705/ss.2012.240 |
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