Statistical Theory for High-Dimensional Models by Sara van de Geer
= Statistical Theory for High-Dimensional Models by Sara van de Geer
{c}
{tag=Work by Sara van de Geer}
{title2=September 2014}
Primary text: https://arxiv.org/pdf/1409.8557
Cited passages: Sections 1.3–1.4, printed pp. 6–12: normalized Lasso and square-root Lasso objectives and prediction inequalities. Section 2.4, Theorems 2.4.1–2.4.2, printed pp. 18–19: linear-noise expansion, coefficient-error remainder and Gaussian normalization of de-sparsified Lasso.