Low noise sensitivity analysis of -minimization in oversampled systems

DOI10.1093/IMAIAI/IAY024zbMath1471.62424arXiv1705.03533OpenAlexW2963940993MaRDI QIDQ5006516

Arian Maleki, Haolei Weng

Publication date: 16 August 2021

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.03533

zbMATH Keywords

phase transitionasymptotic mean square errorsecond-order expansionordinary least squaresLassohigh-dimensional linear model\(\ell_q\)-regularized least squaresclassical asymptotics

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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