Oracle inequality for sparse trace regression models with exponential -mixing errors

DOI10.1007/S10114-023-2153-3MaRDI QIDQ6063342zbMATH OpenFDO

Authors Ling Peng, Xiangyong Tan, Pei Wen Xiao, Zeinab Rizk, Xiao Hui Liu

Publication date 7 November 2023

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10114-023-2153-3

zbMATH Keywords

exponential \(\beta\)-mixing errorslow-rank matrixoracle inequalitytrace regression model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

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• Sparse trace norm regularization
• Square-root Lasso for high-dimensional sparse linear systems with weakly dependent errors
• Trace regression model with simultaneously low rank and row(column) sparse parameter
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(3)

• Adaptive Huber trace regression with low-rank matrix parameter via nonconvex regularization
• Generalized trace regression with simultaneously nonconvex nuclear norm and two-dimensional spline Lasso
• Testing for error correlation in trace regression models

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