Search Results for author: Jairo Diaz-Rodriguez

Found 1 papers, 0 papers with code

Quantile universal threshold: model selection at the detection edge for high-dimensional linear regression

no code implementations5 Dec 2014 Jairo Diaz-Rodriguez, Sylvain Sardy

To estimate a sparse linear model from data with Gaussian noise, consilience from lasso and compressed sensing literatures is that thresholding estimators like lasso and the Dantzig selector have the ability in some situations to identify with high probability part of the significant covariates asymptotically, and are numerically tractable thanks to convexity.

Model Selection regression

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