The Oracle Inequalities on Simultaneous Lasso and Dantzig Selector in High-Dimensional Nonparametric RegressionReportar como inadecuado




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Mathematical Problems in EngineeringVolume 2013 2013, Article ID 571361, 6 pages

Research ArticleCollege of Mathematics and Information Sciences, North China University of Water Resources and Electric Power, Zhengzhou 450011, China

Received 11 March 2013; Accepted 15 May 2013

Academic Editor: Gianluca Ranzi

Copyright © 2013 Shiqing Wang and Limin Su. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

During the last few years, a great deal of attention has been focused on Lasso and Dantzig selector in high-dimensional linear regression when the number of variables can be much larger than the sample size. Under a sparsity scenario, the authors see, e.g., Bickel et al., 2009, Bunea et al., 2007, Candes and Tao, 2007, Candès and Tao, 2007, Donoho et al., 2006, Koltchinskii, 2009, Koltchinskii, 2009, Meinshausen and Yu, 2009, Rosenbaum and Tsybakov, 2010, Tsybakov, 2006, van de Geer, 2008, and Zhang and Huang, 2008 discussed the relations between Lasso and Dantzig selector and derived sparsity oracle inequalities for the prediction risk and bounds on the estimation loss. In this paper, we point out that some of the authors overemphasize the role of some sparsity conditions, and the assumptions based on this sparsity condition may cause bad results. We give better assumptions and the methods that avoid using the sparsity condition. As a comparison with the results by Bickel et al., 2009, more precise oracle inequalities for the prediction risk and bounds on the estimation loss are derived when the number of variables can be much larger than the sample size.





Autor: Shiqing Wang and Limin Su

Fuente: https://www.hindawi.com/



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