کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152072 958268 2013 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A remark on the lasso and the Dantzig selector
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
A remark on the lasso and the Dantzig selector
چکیده انگلیسی

This article investigates a new parameter for the high-dimensional regression with noise: the distortion. This latter has attracted a lot of attention recently with the appearance of new deterministic constructions of “almost”-Euclidean sections of the L1-ball. It measures how far is the intersection between the kernel of the design matrix and the unit L1-ball from an L2-ball. We show that the distortion holds enough information to derive oracle inequalities (i.e. a comparison to an ideal situation where one knows the s largest coefficients of the target) for the lasso and the Dantzig selector.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 83, Issue 1, January 2013, Pages 304–314
نویسندگان
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