0.25
0.5
0.75
1.25
1.5
1.75
2
Restricted Eigen Condition for Heavy Tailed Designs
Published on Aug 20, 20151639 Views
The restricted eigenvalue (RE) condition characterizes the sample complexity of accurate recovery in the context of high-dimensional estimators such as Lasso and Dantzig selector (Bickel et al., 200
Related categories
Chapter list
Open Problem: Restricted Eigenvalue Condition for Heavy Tailed Designs00:00
Introduction00:01
Background: Restricted Isometry Property (RIP)02:13
Background: Restricted Eigenvalue (RE) Condition03:34
Heavy Tailed Designs: Small Ball Property04:37
Open Problem: RE Condition for Heavy Tailed Designs04:37