Simultaneous Analysis of Lasso and Dantzig Selector
Simultaneous Analysis of Lasso and Dantzig Selector
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Publisher
Cleveland, OH: Institute of Mathematical Statistics
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Language
English
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Publisher
Cleveland, OH: Institute of Mathematical Statistics
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Contents
We show that, under a sparsity scenario, the Lasso estimator and the Dantzig selector exhibit similar behavior. For both methods, we derive, in parallel, oracle inequalities for the prediction risk in the general nonparametric regression model, as well as bounds on the $\ell_{p}$ estimation loss for 1 ≤ p ≤ 2 in the linear model when the number of...
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Full title
Simultaneous Analysis of Lasso and Dantzig Selector
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TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1245332830
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1245332830
Other Identifiers
ISSN
0090-5364
E-ISSN
2168-8966
DOI
10.1214/08-AOS620
