Oracle inequalities and optimal inference under group sparsity
Work
Year: 2011
Type: article
Abstract: We consider the problem of estimating a sparse linear regression vector $\beta^*$ under a gaussian noise model, for the purpose of both prediction and model selection. We assume that prior knowledge i... more
Source: The Annals of Statistics
Institutions Center for Responsible Travel, ETH Zurich, Georgia Institute of Technology, Centre de Recherche en Économie et Statistique, Centre for Research in Engineering Surface Technology +2 more
Cites: 32
Cited by: 144
Related to: 10
FWCI: 19.96
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze