Quelques questions de sélection de variables autour de l'estimateur LASSO

Quelques questions de sélection de variables autour de l'estimateur LASSO

Le problème général étudié dans cette thèse est celui de la régression linéaire en grande dimension. On s'intéresse particulièrement aux méthodes d'estimation qui capturent la sparsité du paramètre cible, même dans le cas où la dimension est supérieure au nombre d'observations. Une mé...

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Bibliographic Details
Main Author:	Hebiri, Mohamed
Language:	FRE
Published:	Université Paris-Diderot - Paris VII 2009
Subjects:	[MATH] Mathematics Régression linéaire sélection de variables pénalisation LASSO Group Lasso Inégalité de Sparsité Oracle transduction prédiction conforme
Online Access:	http://tel.archives-ouvertes.fr/tel-00408737 http://tel.archives-ouvertes.fr/docs/00/40/87/37/PDF/TheseHebiri.pdf

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