Oracle inequalities and optimal inference under group sparsity

DOI10.1214/11-AOS896zbMath1306.62156arXiv1007.1771MaRDI QIDQ651028

Massimiliano Pontil, Karim Lounici, Sara van de Geer, Alexandre B. Tsybakov

Publication date: 8 December 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.1771

zbMATH Keywords

minimax risk; oracle inequalities; group lasso; group sparsity; statistical learning; penalized least squares; moment inequality

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62C20: Minimax procedures in statistical decision theory

62F07: Statistical ranking and selection procedures

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