| Presentation | 2015-03-03 On Upper Bounds on Estimation Error of Least Squares Regression with L1 Penalty Yushin TOYOKIHARA, Masanori KAWAKITA, Jun'ichi TAKEUCHI, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In 1991, Barron and Cover showed for the MDL estimator that its estimation error is bounded by codelength of the corresponding two stage code to the estimator, where the parameter space must be quantized to be encoded. Recently, Chatterjee and Barron enhanced the theory for continuous parameter space and proposed a method to obtain upper bounds on its estimation error without quantization of parameters. In this work we performed numerical experiments to evaluate difference between estimation error and its upper bound for least squared regression with weighted L1 penalty. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | MDL / Lasso / penalised likelihood / risk bound |
| Paper # | IT2014-93,ISEC2014-106,WBS2014-85 |
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| Conference Information | |
| Committee | ISEC |
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| Conference Date | 2015/2/23(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Information Security (ISEC) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | On Upper Bounds on Estimation Error of Least Squares Regression with L1 Penalty |
| Sub Title (in English) | |
| Keyword(1) | MDL |
| Keyword(2) | Lasso |
| Keyword(3) | penalised likelihood |
| Keyword(4) | risk bound |
| 1st Author's Name | Yushin TOYOKIHARA |
| 1st Author's Affiliation | Department of Electrical Engineering and Computer Science, Kyushu University() |
| 2nd Author's Name | Masanori KAWAKITA |
| 2nd Author's Affiliation | Graduate School of Information Science and Electrical Engineering Kyushu University |
| 3rd Author's Name | Jun'ichi TAKEUCHI |
| 3rd Author's Affiliation | Graduate School of Information Science and Electrical Engineering Kyushu University |
| Date | 2015-03-03 |
| Paper # | IT2014-93,ISEC2014-106,WBS2014-85 |
| Volume (vol) | vol.114 |
| Number (no) | 471 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |