Bolasso: Model Consistent Lasso Estimation through the Bootstrap

Francis Bach

Description

Bolasso: Model Consistent Lasso Estimation through the Bootstrap Francis Bach Willow project, INRIA - Ecole Normale Superieure, Paris July 2008

• actually work


• linear function


• sign consistency


• lasso


• sign


• identically distributed


• n?y ?xw?


• asymptotic analysis


• ecole normale

Sujets

• Linear function
• Independent and identically distributed random variables
• Asymptotic analysis
• École normale

Informations

• Publié par: pefav
• Nombre de lectures: 27
• Langue: English

Extrait

Bolasso:ModelConsistentLasso EstimationthroughtheBootstrap Willowproject, FrancisBach AIRNI-EcoleNormale July2008 Supe´rieure,siraP

.1 2. .3 Outline ReviewofasymptoticpropertiesoftheLasso Bolasso:using Simulations ehtbootstraprofconsistentledomselection