A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
From MaRDI portal
Publication:5965308
DOI10.1214/12-STS400zbMath1331.62350arXiv1010.2731MaRDI QIDQ5965308
Bin Yu, Martin J. Wainwright, Sahand N. Negahban, Pradeep Ravikumar
Publication date: 3 March 2016
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.2731
\(M\)-estimator; sparsity; group Lasso; \(\ell_{1}\)-regularization; high-dimensional statistics; Lasso; nuclear norm
62J07: Ridge regression; shrinkage estimators (Lasso)
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