Approximate separability of symmetrically penalized least squares in high dimensions: characterization and consequences (Q3383825)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate separability of symmetrically penalized least squares in high dimensions: characterization and consequences |
scientific article |
Statements
Approximate separability of symmetrically penalized least squares in high dimensions: characterization and consequences (English)
0 references
16 December 2021
0 references
regularized M-estimation
0 references
symmetric convex functions
0 references
optimal transport
0 references
convex Gaussian min-max theorem
0 references
non-separable penalty
0 references
high-dimensional proportional regime
0 references
linear regression
0 references
Gaussian sequence model
0 references
