Minimax rates of ℓ_p-losses for high-dimensional linear regression models with additive measurement errors over ℓ_q-balls

2019/11/19 by Li, Xin, Wu, Dongya
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1911.08063

Abstract

We study minimax rates for high-dimensional linear regression with additive errors under the ℓ_p (1≤ p

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