REJOINDER: THE DANTZIG SELECTOR: STATISTICAL ESTIMATION WHEN p IS MUCH LARGER THAN n BY EMMANUEL CANDÈS AND TERENCE TAO
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چکیده
First of all, we would like to thank all the discussants for their interest and comments, as well as for their thorough investigation. The comments all underlie the importance and timeliness of the topics discussed in our paper, namely, accurate statistical estimation in high dimensions. We would also like to thank the editors for this opportunity to comment briefly on a few issues raised in the discussions. Of special interest is the diversity of perspectives, which include theoretical, practical and computational issues. With this being said, there are two main points in the discussions that are quite recurrent:
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تاریخ انتشار 2008