The Dantzig selector and sparsity oracle inequalities
نویسندگان
چکیده
منابع مشابه
The Dantzig selector and sparsity oracle inequalities
and λ̂ := λ̂ ∈Argmin λ∈Λ̂ε ‖λ‖l1 . In the case where f∗ := fλ∗ , λ ∗ ∈ R , Candes and Tao [Ann. Statist. 35 (2007) 2313–2351] suggested using λ̂ as an estimator of λ. They called this estimator “the Dantzig selector”. We study the properties of fλ̂ as an estimator of f∗ for regression models with random design, extending some of the results of Candes and Tao (and providing alternative proofs of thes...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2009
ISSN: 1350-7265
DOI: 10.3150/09-bej187