# SIMULTANEOUS ANALYSIS OF LASSO AND DANTZIG SELECTOR

@article{Bickel2008SIMULTANEOUSAO, title={SIMULTANEOUS ANALYSIS OF LASSO AND DANTZIG SELECTOR}, author={Peter J. Bickel and Yaacov Ritov and Alexandre B. Tsybakov}, journal={Annals of Statistics}, year={2008}, volume={37}, pages={1705-1732} }

We show that, under a sparsity scenario, the Lasso estimator and the Dantzig selector exhibit similar behavior. For both methods, we derive, in parallel, oracle inequalities for the prediction risk in the general nonparametric regression model, as well as bounds on the l p estimation loss for 1 ≤ p ≤ 2 in the linear model when the number of variables can be much larger than the sample size.

## 2,331 Citations

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### Rate Minimaxity of the Lasso and Dantzig Estimators

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### Simultaneous Lasso and Dantzig Selector in High Dimensional Nonparametric Regression

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### An ℓ1-oracle inequality for the Lasso in multivariate finite mixture of multivariate Gaussian regression models

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We consider a multivariate finite mixture of Gaussian regression models for high-dimensional data, where the number of covariates and the size of the response may be much larger than the sample size.…

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