Oracle inequalities and optimal inference under group sparsity
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Publication:651028
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
minimax risk; oracle inequalities; group lasso; group sparsity; statistical learning; penalized least squares; moment inequality
62J05: Linear regression; mixed models
62C20: Minimax procedures in statistical decision theory
62F07: Statistical ranking and selection procedures
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