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Sparse poisson regression with penalized weighted score function
Jia,Jinzhu1; Xie,Fang2; Xu,Lihu3,4
2019
Source PublicationElectronic Journal of Statistics
ISSN1935-7524
Volume13Issue:2Pages:2898-2920
Abstract

By introducing a weighted score function, we propose a new penalized method, similar to square root lasso, to study sparse Poisson regression problems. The corresponding new estimator not only has 1 consistency but also enjoys the tuning free property. We further verify our theoretical results by numerical simulations and apply them to an image reconstruction problem.

KeywordImage Reconstruction Moderate Deviation Poisson Regression Tuning-free ℓ1 Consistency ℓ1 Penalization
DOI10.1214/19-EJS1580
URLView the original
Language英語English
WOS IDWOS:000505695800016
Scopus ID2-s2.0-85073385624
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Document TypeJournal article
CollectionUniversity of Macau
Affiliation1.School of Public Health and Center for Statistical Science,Peking University,Beijing,China
2.School of Mathematics and Statistics,Wuhan University,Wuhan,430072,China
3.Department of Mathematics,Faculty of Science and Technology,University of Macau,Taipa,Av. Padre Tomás Pereira,Macao
4.UMacau Zhuhai Research Institute,Zhuhai,China
Recommended Citation
GB/T 7714
Jia,Jinzhu,Xie,Fang,Xu,Lihu. Sparse poisson regression with penalized weighted score function[J]. Electronic Journal of Statistics, 2019, 13(2), 2898-2920.
APA Jia,Jinzhu., Xie,Fang., & Xu,Lihu (2019). Sparse poisson regression with penalized weighted score function. Electronic Journal of Statistics, 13(2), 2898-2920.
MLA Jia,Jinzhu,et al."Sparse poisson regression with penalized weighted score function".Electronic Journal of Statistics 13.2(2019):2898-2920.
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