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The Lasso, correlated design, and improved oracle inequalities
compatibility correlation entropy high-dimensional model
2011/7/19
We study high-dimensional linear models and the $\ell_1$-penalized least squares estimator, also known as the Lasso estimator.
Integral criteria for transportation cost inequalities
Transportation-cost inequalities OrliczSpaces
2009/4/22
In this paper, we provide a characterization of a large class of transportation-cost inequalities in terms of exponential integrability of the cost function under the reference probability measure. Ou...