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...

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Vydané v:	Journal of the Royal Statistical Society. Series B, Statistical methodology Ročník 84; číslo 1; s. 149 - 173
Hlavní autori:	Li, Sai, Cai, T. Tony, Li, Hongzhe
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	England Oxford University Press 01.02.2022
Predmet:	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
On-line prístup:	Získať plný text
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