On non-asymptotic bounds for estimation in generalized linear models with highly correlated design

Details On non-asymptotic bounds for estimation in generalized linear models with highly correlated design On non-asymptotic bounds for estimation in generalized linear models with highly correlated design

2007-09-06

arxiv.org/abs/0709.0844v1

IMS Lecture Notes Monograph Series 2007, Vol. 55, 121-134

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/074921707000000319 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/p

Scientific paper

10.1214/074921707000000319

We study a high-dimensional generalized linear model and penalized empirical
risk minimization with $\ell_1$ penalty. Our aim is to provide a non-trivial
illustration that non-asymptotic bounds for the estimator can be obtained
without relying on the chaining technique and/or the peeling device.

Affiliated with

Also associated with

No associations

Rating

On non-asymptotic bounds for estimation in generalized linear models with highly correlated design does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On non-asymptotic bounds for estimation in generalized linear models with highly correlated design, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On non-asymptotic bounds for estimation in generalized linear models with highly correlated design will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-657867