Table 1 Means of \(\ell _{1}\) error and prediction error
From: Compound Poisson point processes, concentration and oracle inequalities
Method | \(\Vert \hat{{\beta }} - {\beta }^{*} \Vert _{1}\) | Prediction error |
|---|---|---|
p = 20, ρ = 0.5 | ||
Lasso | 1.902 | 7.161 |
Weight Lasso | 1.624 | 6.147 |
p = 20, ρ = 0.8 | ||
Lasso | 3.001 | 7.155 |
Weight Lasso | 2.917 | 6.979 |
p = 100, ρ = 0.5 | ||
Lasso | 4.137 | 15.452 |
Weight Lasso | 3.905 | 13.866 |
p = 100, ρ = 0.8 | ||
Lasso | 4.543 | 10.866 |
Weight Lasso | 4.552 | 10.695 |
p = 200, ρ = 0.5 | ||
Lasso | 4.467 | 17.533 |
Weight Lasso | 4.373 | 15.854 |
p = 200, ρ = 0.8 | ||
Lasso | 4.467 | 17.533 |
Weight Lasso | 4.373 | 15.854 |