Lasso and Partially-Rotated Designs

Rares-Darius Buhai

We consider the sparse linear regression model $\mathbf{y}=X\beta +\mathbf{w}$, where $X\in {\mathbb{R}}^{n\times d}$ is the design, $\beta \in {\mathbb{R}}^d$ is a $k$-sparse secret, and…