A pseudo-RIP for multivariate regression

Details A pseudo-RIP for multivariate regression A pseudo-RIP for multivariate regression

2011-06-28

arxiv.org/abs/1106.5599v1

Mathematics

Statistics Theory

5 pages

Scientific paper

We give a suitable RI-Property under which recent results for trace
regression translate into strong risk bounds for multivariate regression. This
pseudo-RIP is compatible with the setting $n < p$.

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