COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring. |

University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > A concentration interval for the Lasso

## A concentration interval for the LassoAdd to your list(s) Download to your calendar using vCal - Sara Anna van de Geer (ETH Zürich)
- Friday 23 March 2018, 09:00-10:00
- Seminar Room 1, Newton Institute.
If you have a question about this talk, please contact INI IT. STSW02 - Statistics of geometric features and new data types We consider the linear model and the Lasso estimator. Our goal is to provide upper and lower bounds for the prediction error that are close to each other. We assume that the active components of the vector of regression coefficients are sufficiently large in absolute value (in a sense that will be specified) and that the tuning parameter is suitably chosen. The bounds depend on so-called compatibility constants. We will present the definition of the compatibility constants and discuss their relation with restricted eigenvalues. As an example, we consider the the least squares estimator with total variation penalty and present bounds with small gap. For the case of random design, we assume that the rows of the design matrix are i.i.d.copies of a Gaussian random vector. We assume that the largest eigenvalue of the covariance matrix remains bounded and establish under some mild compatibility conditions upper and lower bounds with ratio tending to one. This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
- Featured lists
- INI info aggregator
- Isaac Newton Institute Seminar Series
- School of Physical Sciences
- Seminar Room 1, Newton Institute
- bld31
Note that ex-directory lists are not shown. |
## Other listsBiological Second Language Education Group Public talk: Duncan Watts## Other talksFunctional regression on manifold with contamination Translational Science: using biomarkers to guide clinical development in oncology Turbulence Beneath the Larsen C Ice Shelf Hector Rail & GB Railfreight (GBRf) with John Smith Dr Patricia Kozik (LMB): Dendritic Cells and the Immune Response RevolutioN Trains |