conftrace_

lepski method

2 papers

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Co-occurring keywords · papers mentioning both

oracle performance (1) genetic risk prediction (1) summary statistic (1) adaptive parameter selection (1) optimality guarantee (1) regularization parameter (1) high-dimensional regression (1) oracle inequality (1) multi-task learning (1)

Papers

Multi-task learning with summary statistics NeurIPS 2023 A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees JMLR 2016