Name
Abstract | ||
|---|---|---|
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. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1016/j.spl.2012.09.020 | Statistics & Probability Letters |
Keywords | Field | DocType |
Lasso,Dantzig selector,Oracle inequality,Almost-Euclidean section,Distortion | Kernel (linear algebra),Oracle inequality,Regression,Lasso (statistics),Design matrix,Euclidean geometry,Statistics,Distortion,Mathematics | Journal |
Volume | Issue | ISSN |
83 | 1 | 0167-7152 |
Citations | PageRank | References |
6 | 0.55 | 4 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Yohann de Castro | 1 | 28 | 6.39 |
| yohann | 2 | 6 | 0.55 |