E. Greenshtein

most citedBest subset selection, persistence in high-dimensional statistical learning and optimization under

l_{1}

constraint

74 citations · 74 across the 2 of their papers we have counts for

collaborators

2 papers

math.ST2008

Asymptotic efficiency of simple decisions for the compound decision problem

Eitan Greenshtein, Ya'acov Ritov

We consider the compound decision problem of estimating a vector of $n$ parameters, known up to a permutation, corresponding to $n$ independent observations, and discuss the differ…

math.ST2007★ 74 cited

Best subset selection, persistence in high-dimensional statistical learning and optimization under $l_{1}$ constraint

Eitan Greenshtein

Let $(Y, X_{1}, ..., X_{m})$ be a random vector. It is desired to predict $Y$ based on $(X_{1}, ..., X_{m})$ . Examples of prediction methods are regression, classification using logistic regres…

Asymptotic efficiency of simple decisions for the compound decision problem

Best subset selection, persistence in high-dimensional statistical learning and optimization under l1​ constraint

Best subset selection, persistence in high-dimensional statistical learning and optimization under $l_{1}$ constraint