2 papers
math.ST2019
Improving Lasso for model selection and prediction
Piotr Pokarowski, Wojciech Rejchel, Agnieszka Soltys +2
It is known that the Thresholded Lasso (TL), SCAD or MCP correct intrinsic estimation bias of the Lasso. In this paper we propose an alternative method of improving the Lasso for p…
math.ST2019
Selection consistency of Lasso-based procedures for misspecified high-dimensional binary model and random regressors
Mariusz Kubkowski, Jan Mielniczuk
We consider selection of random predictors for high-dimensional regression problem with binary response for a general loss function. Important special case is when the binary model…