Title :
The sparse-smooth penalty problem for additive models and its oracle inequality
Author :
Sun, Xuyang ; Yin, Junping ; Wang, Xiaoying ; Peng, Huichun
Author_Institution :
JiLin Univ., Changchun, China
Abstract :
We give a new sparse penalty for high-dimensional nonparametric additive models and propose an efficient and practical algorithm with concrete expression even when the number of covariates is larger than the sample size. Moreover, some simulation results are illustrated, and we also analyze the theoretical properties and sparse oracle inequalities of the additive models without compatibility condition.
Keywords :
covariance analysis; optimisation; regression analysis; compatibility condition; concrete expression; high-dimensional nonparametric additive models; sparse oracle inequalities; sparse-smooth penalty problem; Additives; Algorithm design and analysis; Computational modeling; Optimization; Robots; Spline; Vectors; Nonparametric regression; high-dimensional additive models; oracle inequality; sparse-smooth penalty;
Conference_Titel :
Robotics and Applications (ISRA), 2012 IEEE Symposium on
Conference_Location :
Kuala Lumpur
Print_ISBN :
978-1-4673-2205-8
DOI :
10.1109/ISRA.2012.6219160
