Overcoming The Limitations of Phase Transition by Higher Order Analysis of Regularization Techniques

Haolei Weng, Arian Maleki, Le Zheng

We study the problem of estimating $\beta \in {\mathbb{R}}^p$ from its noisy linear observations $y=X\beta +w$, where $w\sim N(0,{\sigma }_w^2{I}_{n\times n})$, under the following high-dimensional…