Oracle results are given for least squares and square-root loss with sparsity inducing norms Ω A general class of sparsity inducing norms are those generated from cones. Examples are the group sparsity norm, the wedge norm, and the sorted l1-norm. Bounds for the error in dual norm Ω* are given. De-sparsifying s discussed as well.
CITATION STYLE
Structured sparsity. (2016). In Lecture Notes in Mathematics (Vol. 2159, pp. 75–101). Springer Verlag. https://doi.org/10.1007/978-3-319-32774-7_6
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