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ORACLE INEQUALITIES AND OPTIMAL INFERENCE UNDER GROUP SPARSITY

Lounici, K; Pontil, M; van de Geer, S; Tsybakov, AB; (2011) ORACLE INEQUALITIES AND OPTIMAL INFERENCE UNDER GROUP SPARSITY. ANNALS OF STATISTICS , 39 (4) 2164 - 2204. 10.1214/11-AOS896.

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Type:Article
Title:ORACLE INEQUALITIES AND OPTIMAL INFERENCE UNDER GROUP SPARSITY
DOI:10.1214/11-AOS896
Keywords:Oracle inequalities, group Lasso, minimax risk, penalized least squares, moment inequality, group sparsity, statistical learning
UCL classification:UCL > School of BEAMS > Faculty of Engineering Science > Computer Science

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