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.

 
https://indico.math.cnrs.fr/event/6608/