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Cited by 684

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On the conditions used to prove oracle results for the Lasso

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van de Geer, Sara A., Bühlmann, Peter·2009·Electronic Journal of Statistics

Abstract

Oracle inequalities and variable selection properties for the Lasso in linear models have been established under a variety of different assumptions on the design matrix. We show in this paper how the different conditions and concepts relate to each other. The restricted eigenvalue condition [2] or the slightly weaker compatibility condition [18] are sufficient for oracle results. We argue that both these conditions allow for a fairly general class of design matrices. Hence, optimality of the Lasso for prediction and estimation holds for more general situations than what it appears from coherence [5, 4] or restricted isometry [10] assumptions.

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Metadata

Authors
van de Geer, S. A., & Bühlmann, P.
Venue
Electronic Journal of Statistics
Published
2009-01-01
Volume
3
Issue
none
Pages
1360-1392
ISSN
1935-7524 (ISSN-L)
OpenAlex
W2092058109
Cited by
684
References
1
FWCI
28.70
Type
journal article
Language
en
Open access
gold

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