2 PRELIMINARIES AND SHIFTING INEQUALITY 3 2 Preliminaries and Shifting inequality
نویسندگان
چکیده
5 The LASSO 9 5.1 Performance of Lasso estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 5.2 “Normal equations” for the LASSO solutions. . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 5.3 Facts about Lasso solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 This short document presents the Dantzig Selector, first introduced by [5], the oracle property and its relevance to the LASSO [6]. We start from the basic setup, and key assumptions for reliable estimation. To prove the oracle inequality, we introduce the ’shifting’ inequality by [3] and sketch the proof. Also, we compare the Dantzig Selector and the LASSO, famous l1 regularization solution. For more detailed analysis, see [5], [3], [2] and [4].
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