17. Lemma 6.21
- The (L;S)-compatibility constant is the solution of a Lasso -
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18. Variable Secreening with the Lasso
irrepresentable conditions show that the Lasso,
or any weighted variant, typically selects too
many variables
We shall therefore aim at estimators with oracle
prediction error, yet having not too many false
positives
Chap7に続く
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19. 参考文献
Statistics for High-Dimensional Data:Methods,
Theory and Applications, 2011, P.Buhlmann,
S.A.van de Gerr , Springer
On the conditions used to prove oracle results for
the Lasso, 2009, S.A. van de Geer and P.
Buehlmann, Electronic Journal of Statistics 3:1360-
1392.
The adaptive and the thresholded Lasso for
potentially misspecified models, 2011, S.A.van de
Gerr, P.Buehlmann and S.Zhu, Electronic Journal of
Statistics 5, 688-749
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