Optimal prediction for sparse linear models? Lower bounds for coordinate-separable M-estimators
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Publication:521327
DOI10.1214/17-EJS1233zbMath1362.62053arXiv1503.03188OpenAlexW2963036743MaRDI QIDQ521327
Martin J. Wainwright, Yuchen Zhang, Michael I. Jordan
Publication date: 7 April 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.03188
nonconvex optimizationhigh-dimensional statisticssparse linear regressioncomputationally-constrained minimax theory
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17)
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