Greedy Variance Estimation for the LASSO

Christopher Kennedy, Rachel Ward

Type: Preprint

Publication Date: 2018-03-28

Citations: 0

Locations

arXiv (Cornell University) - View

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+ PDF Chat	Adaptive estimation of a quadratic functional by model selection	2000	Béatrice Laurent Pascal Massart
+	Prediction error of cross-validated Lasso	2015	Sourav Chatterjee Jafar Jafarov
+ PDF Chat	A Simple Proof of the Restricted Isometry Property for Random Matrices	2008	Richard G. Baraniuk Mark A. Davenport Ronald DeVore Michael B. Wakin
+	On sparse reconstruction from Fourier and Gaussian measurements	2007	Mark Rudelson Roman Vershynin
+ PDF Chat	On the conditions used to prove oracle results for the Lasso	2009	Sara A. van de Geer Peter Bühlmann
+	Regularization Paths for Generalized Linear Models via Coordinate Descent.	2010	Jerome H. Friedman Trevor Hastie Rob Tibshirani
+ PDF Chat	Simultaneous analysis of Lasso and Dantzig selector	2009	Peter J. Bickel Ya’acov Ritov Alexandre B. Tsybakov
+	Variance estimation in high-dimensional linear models	2014	Lee H. Dicker
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