On model selection consistency of regularized M-estimators
نویسندگان
چکیده
منابع مشابه
On model selection consistency of regularized M-estimators
Penalized M-estimators are used in many areas of science and engineering to fit models with some low-dimensional structure in high-dimensional settings. In many problems arising in machine learning, signal processing, and high-dimensional statistics, the penalties are geometrically decomposable, i.e. can be expressed as a sum of support functions. We generalize the notion of irrepresentability ...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2015
ISSN: 1935-7524
DOI: 10.1214/15-ejs1013