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Restricted eigenvalue condition

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Lasso Basic inequality for the Lasso Lasso cone condition
2026-09-24  0 By others on same topic  0 Discussions Create my own version
A design matrix satisfies a restricted eigenvalue condition with constant γ>0 on a cone C when ∥Xδ∥22​/n≥γ∥δ∥22​ for every nonzero δ∈C.

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  1. Lasso cone condition
  2. Basic inequality for the Lasso
  3. Lasso
  4. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 205 / 3 / d / Solution

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