On irrepresentable condition for LASSO and SLOPE estimators

Seminarium: 
Analysis of Large Data Sets
Osoba referująca: 
Patrick Tardivel
Data: 
czwartek, 23. Styczeń 2020 - 14:15
Sala: 
603
Opis: 
The irrepresentable condition is a well known condition for sign recovery by LASSO. In this talk we introduce a similar condition for model recovery by SLOPE.