具有二阶矩有限噪声的Lasso高维统计分析

摘要

研究在非高斯噪声下的Lasso 的高维统计分析，给出了在误差噪声满足二阶矩有限条件下， Lasso方法的高维界估计，推广了现有的关于Lasso的主要理论结果。所得结果具有一定的理论及应用价值。%In this paper, we study the high-dimensional statistical theory of Lasso with the bounded second moment noise. We propose the nonasymptotic bounds of Lasso which generalize the existing results. The results are of great theoretical importance and applied value.