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雷达卡
The Complete Lasso Tradeoff Diagram
Hua Wang Yachong Yang Zhiqi Bu Weijie J. Su
University of Pennsylvania
{wanghua, yachong, zbu, suw}@upenn.edu
Abstract
A fundamental problem in the high-dimensional regression is to understand the
tradeoff between type I and type II errors or, equivalently, false discovery rate
(FDR) and power in variable selection. To address this important problem, we offer
the fi ...
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