On non-asymptotic bounds for estimation in generalized linear models with highly correlated design

Sara A. van de Geer

doi:10.1214/074921707000000319

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arXiv · 0709.0844

On non-asymptotic bounds for estimation in generalized linear models with highly correlated design

Sara A. van de Geer

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Abstract

We study a high-dimensional generalized linear model and penalized empirical risk minimization with $\ell_1$ penalty. Our aim is to provide a non-trivial illustration that non-asymptotic bounds for the estimator can be obtained without relying on the chaining technique and/or the peeling device.

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Sara A. van de Geer. 2007-09-06. On non-asymptotic bounds for estimation in generalized linear models with highly correlated design. https://doi.org/10.1214/074921707000000319

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