Construct · 1 fields · 1 citations

Dantzig selector: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
Dantzigselector1 CONSTRUCTDantzig selectorCANDES · STATISTICS

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Statistics

a sparse estimator for regressions with more predictors than observations that minimizes the L1 norm subject to a bound on correlation with residuals.

In statistics, Dantzig selector refers to a sparse estimator for regressions with more predictors than observations that minimizes the L1 norm subject to a bound on correlation with residuals. This meaning comes from Candes (2007) in The Annals of Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

correlation4 fields · 4 citationsjingle · one word, four constructsestimator2 fields · 2 citationsjingle · one word, two constructsnorm4 fields · 4 citationsjingle · one word, four constructs

References

  1. Candes, E., & Tao, T. (2007). The Dantzig selector: Statistical estimation when p is much larger than n. The Annals of Statistics, 35(6), 2313-2351. https://doi.org/10.1214/009053606000001523

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