Transfer learning for high‐dimensional linear regression: Prediction, estimation and minimax optimality

This paper considers estimation and prediction of a high‐dimensional linear regression in the setting of transfer learning where, in addition to observations from the target model, auxiliary samples from different but possibly related regression models are available. When the set of informative auxi...

Full description

Saved in:

Bibliographic Details
Published in:	Journal of the Royal Statistical Society. Series B, Statistical methodology Vol. 84; no. 1; pp. 149 - 173
Main Authors:	Li, Sai, Cai, T. Tony, Li, Hongzhe
Format:	Journal Article
Language:	English
Published:	England Oxford University Press 01.02.2022
Subjects:	auxiliary studies Convergence data aggregation data collection domain adaptation Efficiency Estimation Gene expression genes GTEx data Information sharing Knowledge management Learning Minimax technique multitask learning Optimal rates Optimization prediction Predictions Q‐aggregation Regression analysis Regression models Robustness Robustness (mathematics) Statistical methods Statistics
ISSN:	1369-7412, 1467-9868
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!