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» On Model Selection Consistency of Lasso
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CSDA
2008
179views more  CSDA 2008»
14 years 10 months ago
A note on adaptive group lasso
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...
Hansheng Wang, Chenlei Leng
88
Voted
JMLR
2006
103views more  JMLR 2006»
14 years 10 months ago
On Model Selection Consistency of Lasso
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...
Peng Zhao, Bin Yu
ICML
2008
IEEE
15 years 11 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»
14 years 10 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
ICASSP
2009
IEEE
15 years 4 months ago
RLS-weighted Lasso for adaptive estimation of sparse signals
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...
Daniele Angelosante, Georgios B. Giannakis