In this paper, we study the sharp oracle bounds for Slope and Lasso and generalize the results in Bellec et al. (2018) to allow the case that the parameter vector is not exactly sparse and obtain the optimal bounds for $\ell_q$ estimation errors with $1\leq q\leq \infty$ by using some extended Restricted Eigenvalue type conditions.
翻译:在本文中,我们研究了斯洛文尼亚和Lasso的尖锐神器界限,并概括了Bellec等人(2018年)的结果,以便允许参数矢量不完全稀少的情况,并通过使用一些扩展的限制性Egen值类型条件,以1\leq q\leq\infty$获得美元/q美元估计误差的最佳界限。