Année
2018
Auteurs
NDAOUD Mohamed, BUTUCEA Cristina, STEPANOVA Natalia, TSYBAKOV Alexandre B.
Abstract
We derive nonasymptotic bounds for the minimax risk of variable selection under expected Hamming loss in the Gaussian mean model.
BUTUCEA, C., NDAOUD, M., STEPANOVA, N. et TSYBAKOV, A.B. (2018). Variable selection with Hamming loss. Annals of Statistics, 46(5), pp. 1837-1875.