513 search results - page 1 / 103 » On Model Selection Consistency of Lasso |
CSDA
2008
13 years 4 months ago
2008
Group lasso is a natural extension of lasso and selects variables in a grouped manner. However, group lasso suffers from estimation inefficiency and selection inconsistency. To re...
JMLR
2006
13 years 4 months ago
2006
Sparsity or parsimony of statistical models is crucial for their proper interpretations, as in sciences and social sciences. Model selection is a commonly used method to find such...
ICML
2008
IEEE
14 years 5 months ago
2008
IEEE
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...
CORR
2007
Springer
13 years 4 months ago
2007
Springer
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...
ICASSP
2009
IEEE
13 years 11 months ago
2009
IEEE
The batch least-absolute shrinkage and selection operator (Lasso) has well-documented merits for estimating sparse signals of interest emerging in various applications, where obse...