Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638)

scientific article; zbMATH DE number 7681249

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English	Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso	scientific article; zbMATH DE number 7681249

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instance of

scholarly article

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title

Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (English)

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published in

Mathematical Programming. Series A. Series B

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publication date

2 May 2023

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full work available at URL

https://arxiv.org/abs/1711.04734

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MaRDI profile type

MaRDI publication profile

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cites work

Q4856855

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Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint

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Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization

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Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators

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Identifiers

zbMATH Open document ID

1517.90090

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arXiv ID

1711.04734

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Mathematics Subject Classification ID

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10.1007/S10107-023-01940-W

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Sitelinks

Mathematics(1 entry)

mardi Publication:6038638