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» Asymptotic analysis of the Huberized LASSO estimator
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ICASSP
2010
IEEE
13 years 5 months ago
Asymptotic analysis of the Huberized LASSO estimator
Xiaohui Chen, Z. Jane Wang, Martin J. McKeown
ICML
2008
IEEE
14 years 5 months ago
Bolasso: model consistent Lasso estimation through the bootstrap
We consider the least-square linear regression problem with regularization by the 1-norm, a problem usually referred to as the Lasso. In this paper, we present a detailed asymptot...
Francis R. Bach
CORR
2007
Springer
164views Education» more  CORR 2007»
13 years 4 months ago
Consistency of the group Lasso and multiple kernel learning
We consider the least-square regression problem with regularization by a block 1-norm, that is, a sum of Euclidean norms over spaces of dimensions larger than one. This problem, r...
Francis Bach
CORR
2010
Springer
134views Education» more  CORR 2010»
13 years 3 months ago
The LASSO risk for gaussian matrices
We consider the problem of learning a coefficient vector x0 ∈ RN from noisy linear observation y = Ax0 + w ∈ Rn . In many contexts (ranging from model selection to image proce...
Mohsen Bayati, Andrea Montanari