The Penalized Analytic Center Estimator

In a linear regression model, the Dantzig selector (Candès and Tao, 2007 ) minimizes the L 1 norm of the regression coefficients subject to a bound λ on the L ∞ norm of the covariances between the predictors and the residuals; the resulting estimator is the solution of a linear program, which may be...

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Published inEconometric reviews Vol. 35; no. 8-10; pp. 1471 - 1484
Main Author Knight, Keith
Format Journal Article
LanguageEnglish
Published New York Taylor & Francis 25.11.2016
Taylor & Francis Ltd
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ISSN0747-4938
1532-4168
DOI10.1080/07474938.2015.1092800

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Abstract In a linear regression model, the Dantzig selector (Candès and Tao, 2007 ) minimizes the L 1 norm of the regression coefficients subject to a bound λ on the L ∞ norm of the covariances between the predictors and the residuals; the resulting estimator is the solution of a linear program, which may be nonunique or unstable. We propose a regularized alternative to the Dantzig selector. These estimators (which depend on λ and an additional tuning parameter r) minimize objective functions that are the sum of the L 1 norm of the regression coefficients plus r times the logarithmic potential function of the Dantzig selector constraints, and can be viewed as penalized analytic centers of the latter constraints. The tuning parameter r controls the smoothness of the estimators as functions of λ and, when λ is sufficiently large, the estimators depend approximately on r and λ via r/λ 2 .
AbstractList In a linear regression model, the Dantzig selector (Candès and Tao, 2007) minimizes the L1 norm of the regression coefficients subject to a bound λ on the L∞ norm of the covariances between the predictors and the residuals; the resulting estimator is the solution of a linear program, which may be nonunique or unstable. We propose a regularized alternative to the Dantzig selector. These estimators (which depend on λ and an additional tuning parameter r) minimize objective functions that are the sum of the L1 norm of the regression coefficients plus r times the logarithmic potential function of the Dantzig selector constraints, and can be viewed as penalized analytic centers of the latter constraints. The tuning parameter r controls the smoothness of the estimators as functions of λ and, when λ is sufficiently large, the estimators depend approximately on r and λ via r/λ2.
In a linear regression model, the Dantzig selector (Candes and Tao, 2007) minimizes the L1 norm of the regression coefficients subject to a bound λ on the Lâ%z norm of the covariances between the predictors and the residuals; the resulting estimator is the solution of a linear program, which may be nonunique or unstable. We propose a regularized alternative to the Dantzig selector. These estimators (which depend on λ and an additional tuning parameter r) minimize objective functions that are the sum of the L1 norm of the regression coefficients plus r times the logarithmic potential function of the Dantzig selector constraints, and can be viewed as penalized analytic centers of the latter constraints. The tuning parameter r controls the smoothness of the estimators as functions of λ and, when λ is sufficiently large, the estimators depend approximately on r and λ via r/λ2.
In a linear regression model, the Dantzig selector (Candes and Tao, 2007) minimizes the L sub(1) norm of the regression coefficients subject to a bound lambda on the L sub( infinity ) norm of the covariances between the predictors and the residuals; the resulting estimator is the solution of a linear program, which may be nonunique or unstable. We propose a regularized alternative to the Dantzig selector. These estimators (which depend on lambda and an additional tuning parameter r) minimize objective functions that are the sum of the L sub(1) norm of the regression coefficients plus r times the logarithmic potential function of the Dantzig selector constraints, and can be viewed as penalized analytic centers of the latter constraints. The tuning parameter r controls the smoothness of the estimators as functions of lambda and, when lambda is sufficiently large, the estimators depend approximately on r and lambda via r/ lambda super(2).
In a linear regression model, the Dantzig selector (Candès and Tao, 2007 ) minimizes the L 1 norm of the regression coefficients subject to a bound λ on the L ∞ norm of the covariances between the predictors and the residuals; the resulting estimator is the solution of a linear program, which may be nonunique or unstable. We propose a regularized alternative to the Dantzig selector. These estimators (which depend on λ and an additional tuning parameter r) minimize objective functions that are the sum of the L 1 norm of the regression coefficients plus r times the logarithmic potential function of the Dantzig selector constraints, and can be viewed as penalized analytic centers of the latter constraints. The tuning parameter r controls the smoothness of the estimators as functions of λ and, when λ is sufficiently large, the estimators depend approximately on r and λ via r/λ 2 .
Author Knight, Keith
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Snippet In a linear regression model, the Dantzig selector (Candès and Tao, 2007 ) minimizes the L 1 norm of the regression coefficients subject to a bound λ on the L...
In a linear regression model, the Dantzig selector (Candès and Tao, 2007) minimizes the L1 norm of the regression coefficients subject to a bound λ on the L∞...
In a linear regression model, the Dantzig selector (Candes and Tao, 2007) minimizes the L sub(1) norm of the regression coefficients subject to a bound lambda...
In a linear regression model, the Dantzig selector (Candes and Tao, 2007) minimizes the L1 norm of the regression coefficients subject to a bound λ on the Lâ%z...
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SubjectTerms Analytic center
C210
Dantzig selector
Econometrics
Economic models
Estimators
Lasso
Mathematical analysis
Mathematical models
Norms
Regression
Regression analysis
Regression coefficients
Selectors
Shrinkage estimation
Tuning
Title The Penalized Analytic Center Estimator
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