A pseudo-RIP for multivariate regression

Abstract

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 $n<p$.

5 pages

References in corpus (3)

• Estimation of high-dimensional low-rank matrices
• Consistency of trace norm minimization
• Low rank Multivariate regression

Cited by in corpus (1)

• High-dimensional regression with unknown variance