A unified framework for high-dimensional analysis of $M$-estimators with decomposable regularizers (Q5965308)

scientific article; zbMATH DE number 6549003

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English	A unified framework for high-dimensional analysis of $M$-estimators with decomposable regularizers	scientific article; zbMATH DE number 6549003

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title

A unified framework for high-dimensional analysis of $M$-estimators with decomposable regularizers (English)

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zbMATH Open document ID

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3 March 2016

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full work available at URL

https://arxiv.org/abs/1010.2731

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https://projecteuclid.org/euclid.ss/1356098555

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Mathematics Subject Classification ID

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high-dimensional statistics

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$M$-estimator

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Lasso

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group Lasso

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sparsity

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$\ell_{1}$-regularization

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nuclear norm

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describes a project that uses

PDCO

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hgam

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MaRDI profile type

MaRDI publication profile

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arXiv ID

1010.2731

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A unified framework for high-dimensional analysis of $M$-estimators with decomposable regularizers

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Mathematics(1 entry)

mardi Publication:5965308

A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers (Q5965308)

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Mathematics(1 entry)