DocumentCode
2336451
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
fYear
2012
fDate
3-5 June 2012
Firstpage
208
Lastpage
210
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Robotics and Applications (ISRA), 2012 IEEE Symposium on
Conference_Location
Kuala Lumpur
Print_ISBN
978-1-4673-2205-8
Type
conf
DOI
10.1109/ISRA.2012.6219160
Filename
6219160
Link To Document