Some Rates of Convergence for the Selected Lasso Estimator

Pascal Massart, Caroline Meynet. Some Rates of Convergence for the Selected Lasso Estimator. In Nader H. Bshouty, Gilles Stoltz, Nicolas Vayatis, Thomas Zeugmann, editors, Algorithmic Learning Theory - 23rd International Conference, ALT 2012, Lyon, France, October 29-31, 2012. Proceedings. Volume 7568 of Lecture Notes in Computer Science, pages 17-33, Springer, 2012. [doi]

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