Načítá se...

CALIBRATING NON-CONVEX PENALIZED REGRESSION IN ULTRA-HIGH DIMENSION

We investigate high-dimensional non-convex penalized regression, where the number of covariates may grow at an exponential rate. Although recent asymptotic theory established that there exists a local minimum possessing the oracle property under general conditions, it is still largely an open proble...

Celý popis

Uloženo v:
Podrobná bibliografie
Hlavní autoři: Wang, Lan, Kim, Yongdai, Li, Runze
Médium: Artigo
Jazyk:Inglês
Vydáno: 2013
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC4060811/
https://ncbi.nlm.nih.gov/pubmed/24948843
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/13-AOS1159
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo otaguje tento záznam!