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Restricted Eigen Condition for Heavy Tailed Designs
Published on 2015-08-201647 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
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Presentation
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