Sciweavers

4 search results - page 1 / 1
» Asymptotic analysis of the Huberized LASSO estimator
Sort
View
ICASSP
2010
IEEE
13 years 10 months ago
Asymptotic analysis of the Huberized LASSO estimator
Xiaohui Chen, Z. Jane Wang, Martin J. McKeown
ICML
2008
IEEE
14 years 10 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 9 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 8 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