A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

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

zbMATH Keywords

\(M\)-estimator; sparsity; group Lasso; \(\ell_{1}\)-regularization; high-dimensional statistics; Lasso; nuclear norm

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

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