Slope meets Lasso: Improved oracle bounds and optimality

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Slope meets Lasso: Improved oracle bounds and optimality

Pierre C Bellec, Guillaume Lecué and Alexandre B Tsybakov

The Annals of statistics, Vol.46(6B), pp.3603-3642

12/02/2018

DOI: https://doi.org/10.1214/17-AOS1670

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Title: Slope meets Lasso: Improved oracle bounds and optimality
Creators: Pierre C Bellec
Guillaume Lecué
Alexandre B Tsybakov
Publication Details: The Annals of statistics, Vol.46(6B), pp.3603-3642
Date published: 12/02/2018
Academic Unit: Statistics (SAS)
Language: English
Resource Type: Journal article
Identifiers: 991031665861604646