A lava attack on the recovery of sums of dense and sparse signals

Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in which most parameters are zero and there are a small number of nonzero parameters that are large in magnitude, or a dense signal model, a model with no large parameters and very many small nonzero...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Liao, Yuan, Chernozhukov, Victor V, Hansen, Christian B.
Άλλοι συγγραφείς: Massachusetts Institute of Technology. Department of Economics
Μορφή: Άρθρο
Έκδοση: Institute of Mathematical Statistics 2018
Διαθέσιμο Online:http://hdl.handle.net/1721.1/113848
https://orcid.org/0000-0002-3250-6714