Adaptive and reversed penalty for analysis of high-dimensional correlated data
Yuehan Yang, Hu Yang
Topics & Concepts
EstimatorOracleMinimaxPenalty methodMathematical optimizationAdaptive estimatorComputer scienceModel selectionMathematicsArtificial intelligenceStatisticsSoftware engineeringStatistical Methods and InferenceStatistical Methods and Bayesian InferenceAdvanced Statistical Methods and Models