Abstract
Penalized M-estimators are used in diverse areas of science and engineering to fit high-dimensional models with some low-dimensional structure. Often, the penalties are geometrically decomposable, i.e. can be expressed as a sum of support functions over convex sets. We generalize the notion of irrepresentable to geometrically decomposable penalties and develop a general framework for establishing consistency and model selection consistency of M-estimators with such penalties. We then use this framework to derive results for some special cases of interest in bioinformatics and statistical learning.
| Original language | English (US) |
|---|---|
| Journal | Advances in Neural Information Processing Systems |
| State | Published - 2013 |
| Externally published | Yes |
| Event | 27th Annual Conference on Neural Information Processing Systems, NIPS 2013 - Lake Tahoe, NV, United States Duration: Dec 5 2013 → Dec 10 2013 |
All Science Journal Classification (ASJC) codes
- Computer Networks and Communications
- Information Systems
- Signal Processing
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