Stability of a Generalized Debiased Lasso with Applications to Resampling-Based Variable Selection
广义去偏Lasso的稳定性及其在基于重抽样的变量选择中的应用
机构 * Department of Statistics, University of Illinois Urbana-Champaign(伊利诺伊大学厄巴纳-香槟分校统计系) ; Department of Electrical and Computer Engineering, the Grainger College of Engineering(格拉inger工程学院电子与计算机工程系)
AI总结 提出基于稳定性原理的广义去偏Lasso估计量,通过设计矩阵单列扰动下的简单更新公式,在比例增长机制下实现渐近精确近似,显著降低重抽样变量选择的计算成本。
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