Penalized Least Squares and Quadratic Forms

Autor: Muro Jimenez, Edgar A.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c9d1e791fafc725ca0249b8aa6b3a06b

L₁-Regularization for Non-linear Models

Autor: Müller, Patric

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::139672fb820bdada8923c3d379fbd64d

Boosting for high-dimensional linear models

Autor: Peter Bühlmann

Publikováno v: Ann. Statist. 34, no. 2 (2006), 559-583
Research report / Seminar für Statistik, Eidgenössische Technische Hochschule (ETH), 120

We prove that boosting with the squared error loss, $L_2$Boosting, is consistent for very high-dimensional linear models, where the number of predictor variables is allowed to grow essentially as fast as $O$(exp(sample size)), assuming that the true

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f29fcd10f90a3871ba18199b80c399e
https://doi.org/10.1214/009053606000000092