A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

DOI10.1214/12-STS400zbMath1331.62350arXiv1010.2731MaRDI QIDQ5965308

Bin Yu, Martin J. Wainwright, Sahand N. Negahban, Pradeep Ravikumar

Publication date: 3 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.2731

zbMATH Keywords

\(M\)-estimatorsparsitygroup Lasso\(\ell_{1}\)-regularizationhigh-dimensional statisticsLassonuclear norm

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Uses Software

• PDCO
• hgam

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• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

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