Essec\Faculty\Model\Contribution {#2190
  #_index: "academ_contributions"
  #_id: "13917"
  #_source: array:26 [
    "id" => "13917"
    "slug" => "lasso-iterative-feature-selection-and-the-correlation-selector-oracle-inequalities-and-numerical-performances"
    "yearMonth" => "2008-11"
    "year" => "2008"
    "title" => "LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical performances"
    "description" => "ALQUIER, P. (2008). LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical performances. <i>The Electronic Journal of Statistics</i>, 2, pp. 1129-1152."
    "authors" => array:1 [
      0 => array:3 [
        "name" => "ALQUIER Pierre"
        "bid" => "B00809923"
        "slug" => "alquier-pierre"
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:5 [
      0 => "Confidence regions"
      1 => "Lasso"
      2 => "Regression estimation"
      3 => "shrinkage and thresholding methods"
      4 => "Statistical learning"
    ]
    "updatedAt" => "2023-03-22 12:59:39"
    "publicationUrl" => "https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-2/issue-none/LASSO-Iterative-Feature-Selection-and-the-Correlation-Selector--Oracle/10.1214/08-EJS288.full"
    "publicationInfo" => array:3 [
      "pages" => "1129-1152"
      "volume" => "2"
      "number" => ""
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "We propose a general family of algorithms for regression estimation with quadratic loss, on the basis of geometrical considerations. These algorithms are able to select relevant functions into a large dictionary. We prove that a lot of methods that have already been studied for this task (LASSO, Dantzig selector, Iterative Feature Selection, among others) belong to our family, and exhibit another particular member of this family that we call Correlation Selector in this paper. Using general properties of our family of algorithm we prove oracle inequalities for IFS, for the LASSO and for the Correlation Selector, and compare numerical performances of these estimators on a toy example."
      "en" => "We propose a general family of algorithms for regression estimation with quadratic loss, on the basis of geometrical considerations. These algorithms are able to select relevant functions into a large dictionary. We prove that a lot of methods that have already been studied for this task (LASSO, Dantzig selector, Iterative Feature Selection, among others) belong to our family, and exhibit another particular member of this family that we call Correlation Selector in this paper. Using general properties of our family of algorithm we prove oracle inequalities for IFS, for the LASSO and for the Correlation Selector, and compare numerical performances of these estimators on a toy example."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
      "en" => "Information Systems, Decision Sciences and Statistics"
    ]
    "indexedAt" => "2024-04-20T05:21:45.000Z"
    "docTitle" => "LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical performances"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/alquier-pierre">ALQUIER Pierre</a>"
    "docDescription" => "<span class="document-property-authors">ALQUIER Pierre</span><br><span class="document-property-authors_fields">Information Systems, Decision Sciences and Statistics</span> | <span class="document-property-year">2008</span>"
    "keywordList" => "<a href="#">Confidence regions</a>, <a href="#">Lasso</a>, <a href="#">Regression estimation</a>, <a href="#">shrinkage and thresholding methods</a>, <a href="#">Statistical learning</a>"
    "docPreview" => "<b>LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical performances</b><br><span>2008-11 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-2/issue-none/LASSO-Iterative-Feature-Selection-and-the-Correlation-Selector--Oracle/10.1214/08-EJS288.full" target="_blank">LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical performances</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 8.495439
  +"parent": null
}