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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) pp. 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
UCL > School of BEAMS > Faculty of Engineering Science > Computer Science
URI: http://discovery.ucl.ac.uk/id/eprint/1350084
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