Error bounds for the convex loss Lasso in linear models

• المؤلفون الرئيسيون: Hannay, Mark, Deléamont, Pierre-Yves
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2018
• الموضوعات: Robust Lasso; High Dimensions; DRNTU::Science::Mathematics
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/88873; http://hdl.handle.net/10220/45969
• المؤسسة: Nanyang Technological University

In this paper we investigate error bounds for convex loss functions for the Lasso in linear models, by first establishing a gap in the theory with respect to the existing error bounds. Then, under the compatibility condition, we recover bounds for the absolute value estimation error and the squared...