Sparse space-time models: concentration inequalities and Lasso
DOI10.1214/19-AIHP1042zbMath1478.60111arXiv1807.07615OpenAlexW3094287490MaRDI QIDQ2028941
Patricia Reynaud-Bouret, Guilherme Ost
Publication date: 3 June 2021
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.07615
concentration inequalitiesoracle inequalitiesperfect simulationLasso estimatorrestricted eigenvaluechains of infinite orderstochastic neuronal networks
Ridge regression; shrinkage estimators (Lasso) (62J07) Stationary stochastic processes (60G10) Markov processes: estimation; hidden Markov models (62M05)
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