Discussion: A tale of three cousins: Lasso, L2Boosting and Dantzig

Details Discussion: A tale of three cousins: Lasso, L2Boosting and Dantzig Discussion: A tale of three cousins: Lasso, L2Boosting and Dantzig

2008-03-21

arxiv.org/abs/0803.3134v1

Annals of Statistics 2007, Vol. 35, No. 6, 2373-2384

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/009053607000000460 the Annals of Statistics (http://www.imstat.org/aos/) by the Inst

Scientific paper

10.1214/009053607000000460

Discussion of ``The Dantzig selector: Statistical estimation when $p$ is much
larger than $n$'' by Emmanuel Candes and Terence Tao [math/0506081]

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