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An l1-oracle inequality for the Lasso in finite mixture Gaussian regression models

Caroline Meynet 1, 2 
1 LM-Orsay - Laboratoire de Mathématiques d'Orsay
2 SELECT - Model selection in statistical learning
Inria Saclay - Ile de France, LMO - Laboratoire de Mathématiques d'Orsay
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Journal articles
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https://hal.inria.fr/hal-00942709
Contributor : Erwan Le Pennec Connect in order to contact the contributor
Submitted on : Thursday, February 6, 2014 - 11:57:14 AM
Last modification on : Sunday, June 26, 2022 - 12:00:46 PM

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  • HAL Id : hal-00942709, version 1

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CNRS | INRIA | LM-ORSAY | INRIA2 | GS-MATHEMATIQUES

Citation

Caroline Meynet. An l1-oracle inequality for the Lasso in finite mixture Gaussian regression models. ESAIM: Probability and Statistics, EDP Sciences, 2012. ⟨hal-00942709⟩

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