Leave-one-out cross-validation is risk consistent for lasso

26 June 2012

Papers citing "Leave-one-out cross-validation is risk consistent for lasso"

14 / 14 papers shown

Title
A Cross Validation Framework for Signal Denoising with Applications to Trend Filtering, Dyadic CART and Beyond A. Chaudhuri S. Chatterjee 13 3 0 07 Jan 2022
Can we globally optimize cross-validation loss? Quasiconvexity in ridge regression William T. Stephenson Zachary Frangella Madeleine Udell Tamara Broderick 30 12 0 19 Jul 2021
Online Hyperparameter Search Interleaved with Proximal Parameter Updates Luis Miguel Lopez Ramos B. Beferull-Lozano 21 3 0 06 Apr 2020
Semi-analytic approximate stability selection for correlated data in generalized linear models Takashi Takahashi Y. Kabashima 11 4 0 19 Mar 2020
Approximate Cross-Validation in High Dimensions with Guarantees William T. Stephenson Tamara Broderick 18 2 0 31 May 2019
Omitted variable bias of Lasso-based inference methods: A finite sample analysis Kaspar Wüthrich Ying Zhu 12 27 0 20 Mar 2019
Consistent Risk Estimation in Moderately High-Dimensional Linear Regression Ji Xu A. Maleki Kamiar Rahnama Rad Daniel J. Hsu 11 13 0 05 Feb 2019
Predicting with Proxies: Transfer Learning in High Dimension Hamsa Bastani 6 72 0 28 Dec 2018
On cross-validated Lasso in high dimensions Denis Chetverikov Z. Liao Victor Chernozhukov 29 80 0 07 May 2016
Consistent Parameter Estimation for LASSO and Approximate Message Passing Ali Mousavi A. Maleki Richard G. Baraniuk 17 58 0 03 Nov 2015
High dimensional regression and matrix estimation without tuning parameters S. Chatterjee 23 4 0 25 Oct 2015
Prediction error of cross-validated Lasso S. Chatterjee Jafar Jafarov 48 42 0 23 Feb 2015
On the Sensitivity of the Lasso to the Number of Predictor Variables Cheryl J. Flynn Clifford M. Hurvich J. Simonoff 42 14 0 18 Mar 2014
Risk-consistency of cross-validation with lasso-type procedures D. Homrighausen D. McDonald 55 23 0 04 Aug 2013