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GdT Stat Optim : Gluing properties of SLOPE in low dimension

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mercredi 31 mars 2021 mercredi 31 mars 2021
+ Google Map Salle René Baire (IMB)

Speakers: Tomasz Skalski (Wroclaw University of Science and Technology / LAREMA, Université d’Angers)
We consider a low-dimensional linear regression problem. We focus on the necessary and sufficient conditions for gluing properties and the support recovery of a SLOPE estimator in the orthogonal design. Afterwards we extend the problem to the consistency of SLOPE in the asymptotic low-dimensional case after relaxing the orthogonality assumption. Later on we discuss the support recovery of the low-dimensional SLOPE.

The talk is based on a joint research with M. Bogdan, P. Graczyk, B. Kolodziejek, P. Tardivel and M. Wilczynski.


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