Minimax rates of estimation for high-dimensional linear regression over $\ell_q$-balls.
Garvesh RaskuttiMartin J. WainwrightBin YuPublished in: CoRR (2009)
Keyphrases
- linear regression
- generalized linear models
- high dimensional
- least squares
- robust regression
- regression problems
- regression methods
- linear regression model
- nonlinear regression
- ridge regression
- regression model
- linear models
- multivariate regression
- kernel regression
- low dimensional
- dimensionality reduction
- logistic regression
- regression method
- variable selection
- input space
- regression trees
- bayesian networks
- worst case
- support vector