Karim Lounici

activity

20082026

most citedTaking Advantage of Sparsity in Multi-Task Learning

123 citations · 480 across the 32 of their papers we have counts for

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math.ST2008★ 4 cited

High-dimensional stochastic optimization with the generalized Dantzig estimator

Karim Lounici

We propose a generalized version of the Dantzig selector. We show that it satisfies sparsity oracle inequalities in prediction and estimation. We consider then the particular case…

math.ST2008★ 119 cited

Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators

Karim Lounici

We derive the $l_{\infty}$ convergence rate simultaneously for Lasso and Dantzig estimators in a high-dimensional linear regression model under a mutual coherence assumption on the…