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Showing 1 to 5 of 5 for “"oracle property"”.

  1. Group Selection in Semiparametric and Nonparametric Accelerated Failure Time Models

    … variable levels and enjoys the powerful oracle group selection property. Although the group bridge penalized approach can effectively remove unimportant groups, it cannot effectively remove unimportant variables within the important groups. To overcome this limitation, the adaptive group …

    calgary Repository record for Group Selection in Semiparametric and Nonparametric Accelerated Failure Time Models (opens in a new tab)

  2. Model selection for correlated data and moment selection from high-dimensional moment conditions

    … In addition, the proposed approach enjoys the oracle property; it is able to identify non-zero components consistently with probability tending to 1, and any finite linear combination of the estimated non-zero components has an asymptotic normal distribution. We propose an efficient algorithm …

    uiuc Repository record for Model selection for correlated data and moment selection from high-dimensional moment conditions (opens in a new tab)

  3. Low-rank estimation and embedding learning: theory and applications

    … leads to faster statistical convergence rate and oracle property under a mild condition on the magnitude of the singular values. For both problems, efficient optimization algorithms are proposed, and extensive numerical experiments are conducted to corroborate the efficacy of the proposed …

    uiuc Repository record for Low-rank estimation and embedding learning: theory and applications (opens in a new tab)

  4. Functional Linear Regression in High Dimensions

    … estimators. We establish consistency and oracle properties under mild conditions, illustrate the performance of the proposed method with simulation studies, and apply it to air pollution data. In the second project, we further explore the linear regression by focusing on the large-scale …

    toronto-retro Repository record for Functional Linear Regression in High Dimensions (opens in a new tab)

  5. Mixed Effects Modeling and Correlation Structure Selection for High Dimensional Correlated Data

    … theory on model selection consistency and oracle properties are established in the framework of diverging cluster size of correlated data, where the derivation of the asymptotic results is challenging. Our numerical studies indicate that even when the cluster size is very large, the …

    uiuc Repository record for Mixed Effects Modeling and Correlation Structure Selection for High Dimensional Correlated Data (opens in a new tab)