Sparse recovery from extreme eigenvalues deviation inequalities
DOI10.1051/ps/2018024zbMath1447.60055arXiv1604.01171OpenAlexW3098125792WikidataQ128997752 ScholiaQ128997752MaRDI QIDQ5228345
Sandrine Dallaporta, Yohann de Castro
Publication date: 12 August 2019
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.01171
sparse regressionrestricted isometry propertyGaussian matricesdeviations inequalitiesRademacher matrices
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Inequalities; stochastic orderings (60E15) Random matrices (probabilistic aspects) (60B20) Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18) Large deviations (60F10)
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