Sparse recovery in convex hulls via entropy penalization

DOI10.1214/08-AOS621zbMath1269.62039arXiv0905.2078OpenAlexW1991675104WikidataQ105584259 ScholiaQ105584259MaRDI QIDQ1018643

Vladimir I. Koltchinskii

Publication date: 20 May 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.2078

zbMATH Keywords

convex hullssparsitypenalized empirical risk minimization

Mathematics Subject Classification ID

Multivariate analysis (62H99) Density estimation (62G07) Order statistics; empirical distribution functions (62G30) Statistical aspects of information-theoretic topics (62B10)

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