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

D. Homrighausen
D. McDonald
ArXiv (abs)PDFHTML

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

11 / 11 papers shown
Title
Sharp error bounds for imbalanced classification: how many examples in the minority class?
Sharp error bounds for imbalanced classification: how many examples in the minority class?
Anass Aghbalou
François Portier
Anne Sabourin
59
3
0
23 Oct 2023
Online Estimation with Rolling Validation: Adaptive Nonparametric Estimation with Streaming Data
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 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
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
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
Consistent Risk Estimation in Moderately High-Dimensional Linear Regression
Ji Xu
A. Maleki
Kamiar Rahnama Rad
Daniel J. Hsu
71
13
0
05 Feb 2019
Cross-Validation with Confidence
Cross-Validation with Confidence
Jing Lei
105
87
0
23 Mar 2017
On cross-validated Lasso in high dimensions
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
A study on tuning parameter selection for the high-dimensional lasso
D. Homrighausen
D. McDonald
60
12
0
04 Feb 2016
High dimensional regression and matrix estimation without tuning parameters
High dimensional regression and matrix estimation without tuning parameters
S. Chatterjee
81
4
0
25 Oct 2015
Prediction error of cross-validated Lasso
Prediction error of cross-validated Lasso
S. Chatterjee
Jafar Jafarov
167
42
0
23 Feb 2015