Sparsistency of ${\ell }_1$-Regularized $M$-Estimators

Yen-Huan Li, Jonathan Scarlett, Pradeep Ravikumar +1

We consider the model selection consistency or sparsistency of a broad set of ${\ell }_1$-regularized $M$-estimators for linear and non-linear statistical models in a unified fashion.…