Oracle inequalities for square root analysis estimators with application to total variation penalties

DOI10.1093/imaiai/iaaa002zbMath1475.62211arXiv1902.11192OpenAlexW2915699288MaRDI QIDQ5155953

Francesco Ortelli, Sara van de Geer

Publication date: 13 October 2021

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.11192

zbMATH Keywords

analysissparsityoracle inequalityLassototal variation regularizationcycle graphnullspacetrend filteringsquare root Lassoedge Lasso

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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