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math.ST2015★ 9 cited
On the Computational Complexity of High-Dimensional Bayesian Variable Selection
Yun Yang, Martin J. Wainwright, Michael I. Jordan
We study the computational complexity of Markov chain Monte Carlo (MCMC) methods for high-dimensional Bayesian linear regression under sparsity constraints. We first show that a Ba…
math.ST2015★ 1 cited
Optimal prediction for sparse linear models? Lower bounds for coordinate-separable M-estimators
Yuchen Zhang, Martin J. Wainwright, Michael I. Jordan
For the problem of high-dimensional sparse linear regression, it is known that an -based estimator can achieve a "fast" rate on the prediction error without any condi…