The Group Dantzig Selector

@inproceedings{Liu2010TheGD,
  title={The Group Dantzig Selector},
  author={Hao Liu and Jian Zhang and Xiaoye Jiang and Jun Liu},
  booktitle={AISTATS},
  year={2010}
}
We introduce a new method — the group Dantzig selector — for high dimensional sparse regression with group structure, which has a convincing theory about why utilizing the group structure can be beneficial. Under a group restricted isometry condition, we obtain a significantly improved nonasymptotic `2-norm bound over the basis pursuit or the Dantzig selector which ignores the group structure. To gain more insight, we also introduce a surprisingly simple and intuitive sparsity oracle condition… CONTINUE READING
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