The Price of Competition: Effect Size Heterogeneity Matters in High Dimensions

DOI10.1109/TIT.2022.3166720zbMath1505.62491arXiv2007.00566OpenAlexW3039028478WikidataQ114084315 ScholiaQ114084315MaRDI QIDQ5096992

Hua Wang, Weijie J. Su, Yachong Yang

Publication date: 19 August 2022

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.00566

zbMATH Keywords

effect size heterogeneityhigh-dimensional sparse regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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