Lasso and Partially-Rotated Designs

Rares-Darius Buhai

We consider the sparse linear regression model $\mathbf{y}=X{\hat{I}}^2+\mathbf{w}$, where $X\in {\mathbb{R}}^{n\times d}$ is the design, ${\hat{I}}^2\in {\mathbb{R}}^d$ is a $k$-sparse secret, a…