Open AccessRecovery of weak signal in high dimensional linear regression by data perturbation
Author(s) -
Yongli Zhang
Publication year - 2017
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/17-ejs1320
Subject(s) - mathematics , lasso (programming language) , feature selection , computation , regularization (linguistics) , regression , regular polygon , random matrix , design matrix , perturbation (astronomy) , linear regression , high dimensional , convex optimization , algorithm , mathematical optimization , statistics , artificial intelligence , computer science , geometry , physics , quantum mechanics , eigenvalues and eigenvectors , world wide web