On the conditions used to prove oracle results for the Lasso

DOI10.1214/09-EJS506zbMath1327.62425arXiv0910.0722OpenAlexW2092058109WikidataQ98839733 ScholiaQ98839733MaRDI QIDQ1952029

Sara van de Geer

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.0722

zbMATH Keywords

coherencecompatibilitysparsityLassoirrepresentable conditionrestricted eigenvaluerestricted isometry

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) General considerations in statistical decision theory (62C05)

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• Stable Recovery of Sparse Signals and an Oracle Inequality
• Sparse Density Estimation with ℓ1 Penalties

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