Regularity properties for sparse regression

DOI10.1007/s40304-015-0078-6zbMath1341.62212arXiv1305.5198OpenAlexW3124742607WikidataQ39664671 ScholiaQ39664671MaRDI QIDQ279682

Edgar Dobriban, Jianqing Fan

Publication date: 29 April 2016

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.5198

zbMATH Keywords

computational complexityhigh-dimensional statisticssparse regression\(\ell_q\) sensitivityrestricted eigenvalue

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17)

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Uses Software

• PDCO

Cites Work

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