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arXiv 0709.0844math.STstat.TH
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高相关设计下广义线性模型估计的非渐近界

On non-asymptotic bounds for estimation in generalized linear models with highly correlated design

Sara A. van de Geer

摘要:

研究了高维广义线性模型和带$\ell_1$惩罚的经验风险最小化问题。我们的目的是提供一个非平凡的说明,非渐近界的估计可以得到不依赖于链接技术和/或剥离设备。

英文摘要:

We study a high-dimensional generalized linear model and penalized empirical risk minimization with $\ell_1$ penalty. Our aim is to provide a non-trivial illustration that non-asymptotic bounds for the estimator can be obtained without relying on the chaining technique and/or the peeling device.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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