Sparse Additive Models

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Sparse Additive Models
ID T64

• Pradeep Ravikumar Han Liu John Lafferty
  Larry Wasserman
• Carnegie Mellon University

Nonparametric Lasso for Functional Sparsity
Main Results Formulation of the
convex optimization problem Sparse
Backfitting Algorithm Risk consistency,
Sparsistency, L2 consistency