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math.ST2009★ 63 cited
Adaptive Lasso for High Dimensional Regression and Gaussian Graphical Modeling
Shuheng Zhou, Sara van de Geer, Peter Bühlmann
We show that the two-stage adaptive Lasso procedure (Zou, 2006) is consistent for high-dimensional model selection in linear and Gaussian graphical models. Our conditions for consi…
math.ST2008
Optimal oracle inequalities for model selection
Charles Mitchell, Sara van de Geer
Model selection is often performed by empirical risk minimization. The quality of selection in a given situation can be assessed by risk bounds, which require assumptions both on t…