{"version":"1.0","author_name":"econometrics_th","width":"100%","blog_title":"\u52c9\u5f37\u30ce\u30fc\u30c8\uff1a\u8a08\u91cf\u7d4c\u6e08\u3068\u305d\u306e\u5468\u8fba","url":"https://econometrics-th.hatenablog.com/entry/2022/01/28/185207","type":"rich","categories":["Survey","Transfer Learning","High-dimensional Data"],"author_url":"https://blog.hatena.ne.jp/econometrics_th/","provider_url":"https://hatena.blog","title":"Li, Cai & Li (2020) Transfer learning for high-dimensional linear regression: prediction, estimation, and minimax optimality, arXiv.","height":"190","description":"Introduction Target model: , . , can be larger than . : number of nonzero elements of . is much smaller than . Auxiliary models: , , . \u3068 \u306f\u4e00\u822c\u7684\u306b\u7570\u306a\u308b\uff0e\u3057\u304b\u3057\u3082\u3057\u4e21\u8005\u304c\u8fd1\u3044\u5024\u3092\u3068\u308b\u306a\u3089\u3070\uff0ctarget model \u3092\u3088\u308a\u52b9\u7387\u7684\u306b\u63a8\u5b9a\u3067\u304d\u308b\u304b\u3082\u3057\u308c\u306a\u3044\uff0e Let . \"Informative\" auxiliary samples \u3092\u6b21\u306e\u96c6\u5408\u3067\u5b9a\u7fa9\u3059\u308b: \\begin{align*} \\mathcal{A}_q := \\{k : ||\\delta^{(k)}|\u2026","blog_url":"https://econometrics-th.hatenablog.com/","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Feconometrics-th.hatenablog.com%2Fentry%2F2022%2F01%2F28%2F185207\" title=\"Li, Cai &amp; Li (2020) Transfer learning for high-dimensional linear regression: prediction, estimation, and minimax optimality, arXiv. - \u52c9\u5f37\u30ce\u30fc\u30c8\uff1a\u8a08\u91cf\u7d4c\u6e08\u3068\u305d\u306e\u5468\u8fba\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","published":"2022-01-28 18:52:07","image_url":null,"provider_name":"Hatena Blog"}