 Fast-rate Lasso prediction bound under compatibility

Let $\delta =\hat{\beta }-{\beta }^0$, $s=|S|>0$ and $\varphi >0$. On the score event $\Vert X^T\eta {\Vert }_{\infty }/n\le c\lambda$ with $0<c<1$, the prediction inequality from Lasso stationarity gives $Q+(1-c)\lambda \Vert {\delta }_{S^c}{\Vert }_1\le (1+c)\lambda \Vert {\delta }_S{\Vert }_1$. If the Compatibility condition for the Lasso with constant $\varphi$ holds on this cone, then $Q+(1-c)\lambda \Vert {\delta }_{S^c}{\Vert }_1\le (1+c{)}^2{\lambda }^{2}s/{\varphi }^2$. Here $Q=\Vert X\delta {\Vert }_2^2/n$ and $S$ is the true support of a vector.