Risk-consistency of cross-validation with lasso-type procedures

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Risk-consistency of cross-validation with lasso-type procedures

4 August 2013

D. Homrighausen

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Papers citing "Risk-consistency of cross-validation with lasso-type procedures"

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Title
Sharp error bounds for imbalanced classification: how many examples in the minority class? Anass Aghbalou François Portier Anne Sabourin 56 3 0 23 Oct 2023
Online Estimation with Rolling Validation: Adaptive Nonparametric Estimation with Streaming Data Tianyu Zhang Jing Lei 125 1 0 18 Oct 2023
A Cross Validation Framework for Signal Denoising with Applications to Trend Filtering, Dyadic CART and Beyond A. Chaudhuri S. Chatterjee 72 4 0 07 Jan 2022
Aggregated hold out for sparse linear regression with a robust loss function G. Maillard FedML 82 1 0 26 Feb 2020
A Survey of Tuning Parameter Selection for High-dimensional Regression Y. Wu Lan Wang 81 36 0 10 Aug 2019
Consistent Risk Estimation in Moderately High-Dimensional Linear Regression Ji Xu A. Maleki Kamiar Rahnama Rad Daniel J. Hsu 69 13 0 05 Feb 2019
Cross-Validation with Confidence Jing Lei 105 87 0 23 Mar 2017
On cross-validated Lasso in high dimensions Denis Chetverikov Z. Liao Victor Chernozhukov 119 82 0 07 May 2016
A study on tuning parameter selection for the high-dimensional lasso D. Homrighausen D. McDonald 56 12 0 04 Feb 2016
High dimensional regression and matrix estimation without tuning parameters S. Chatterjee 81 4 0 25 Oct 2015
Prediction error of cross-validated Lasso S. Chatterjee Jafar Jafarov 167 42 0 23 Feb 2015