Guillaume Lecué

most citedSelection of variables and dimension reduction in high-dimensional non-parametric regression

42 citations · 42 across the 2 of their papers we have counts for

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math.ST2008★ 42 cited

Selection of variables and dimension reduction in high-dimensional non-parametric regression

Karine Bertin, Guillaume Lecué

We consider a $l_{1}$ -penalization procedure in the non-parametric Gaussian regression model. In many concrete examples, the dimension $d$ of the input variable $X$ is very large (so…

math.ST2007

Suboptimality of Penalized Empirical Risk Minimization in Classification

Guillaume Lecué

Let $\cF$ be a set of $M$ classification procedures with values in $[- 1, 1]$ . Given a loss function, we want to construct a procedure which mimics at the best possible rate the best…