A note on sharp oracle bounds for Slope and Lasso

Zhiyong Zhou

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 4, 949-967

Abstract: In this article, we study the sharp oracle bounds for Slope and Lasso and generalize the results in Bellec, Lecué, and Tsybakov (2018) to allow the case that the parameter vector is not exactly sparse and obtain the optimal bounds for ℓq estimation errors with 1≤q≤∞ by using some extended Restricted Eigenvalue-type conditions.

Date: 2025
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DOI: 10.1080/03610926.2024.2328165

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