A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers (Q5965308)

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scientific article; zbMATH DE number 6549003
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A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
scientific article; zbMATH DE number 6549003

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    A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers (English)
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    3 March 2016
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    high-dimensional statistics
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    \(M\)-estimator
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    Lasso
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    group Lasso
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    sparsity
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    \(\ell_{1}\)-regularization
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    nuclear norm
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