A note on sharp oracle bounds for Slope and Lasso
Statistics Theory
2021-07-26 v1 Statistics Theory
Abstract
In this paper, we study the sharp oracle bounds for Slope and Lasso and generalize the results in Bellec et al. (2018) to allow the case that the parameter vector is not exactly sparse and obtain the optimal bounds for estimation errors with by using some extended Restricted Eigenvalue type conditions.
Cite
@article{arxiv.2107.10974,
title = {A note on sharp oracle bounds for Slope and Lasso},
author = {Zhiyong Zhou},
journal= {arXiv preprint arXiv:2107.10974},
year = {2021}
}