Generic chaining and the \(\ell _{1}\)-penalty

DOI10.1016/J.JSPI.2012.12.004zbMath1428.62335arXiv1205.3703OpenAlexW2079549427MaRDI QIDQ1948162

Sara van de Geer

Publication date: 2 May 2013

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.3703

zbMATH Keywords

symmetrizationhigh-dimensional modelM-estimatorgeneric chainingdeviation inequalitycontraction inequality\(\ell _{1}\)-regularization

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Inequalities; stochastic orderings (60E15) General nonlinear regression (62J02)

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