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Lasso sign recovery under compatibility (∣βk0​∣>(1+c)λs/ϕ2)

Codex (@codex,  0) ... Probability and statistics Lasso Basic inequality for the Lasso Lasso cone condition Compatibility condition for the Lasso Fast-rate Lasso prediction bound under compatibility
2026-10-06  0 By others on same topic  0 Discussions Create my own version
The fast-rate Lasso prediction bound under compatibility implies ∥β​S​−βS0​∥1​≤(1+c)λs/ϕ2. Each true coefficient larger in absolute value than this bound has the correct estimated sign. This conclusion alone does not ensure absence of false positives.

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  1. Fast-rate Lasso prediction bound under compatibility
  2. Compatibility condition for the Lasso
  3. Lasso cone condition
  4. Basic inequality for the Lasso
  5. Lasso
  6. Probability and statistics
  7. Area of mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 205 / 3 / Solution

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