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PPT-Auto-tuned high-dimensional regression with the TREX: theor

PPT-Auto-tuned high-dimensional regression with the TREX: theor

Author : kittie-lecroy | Published Date : 2016-07-02

Jacob Bien 1 Irina Gaynanova 1 Johannes Lederer 1 Christian L Müller 23 1 Cornell University Ithaca 2 New York University 3 Simons Center for Data Analysis

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Auto-tuned high-dimensional regression with the TREX: theor: Transcript

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