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Litvak, Alain Pajor, and Nicole Tomczak-Jaegermann

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math.ST 1

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From Graphical Lasso to Atomic Norms: High-Dimensional Pattern Recovery

math.ST · 2025-06-16 · conditional · novelty 7.0

Under a generalized irrepresentability condition, atomic-norm penalized precision matrix estimators recover the true pattern once the sample covariance is sufficiently close to the population one, with improved ℓ1 bounds relative to Ravikumar et al. (2011).

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  • From Graphical Lasso to Atomic Norms: High-Dimensional Pattern Recovery math.ST · 2025-06-16 · conditional · none · ref 1

    Under a generalized irrepresentability condition, atomic-norm penalized precision matrix estimators recover the true pattern once the sample covariance is sufficiently close to the population one, with improved ℓ1 bounds relative to Ravikumar et al. (2011).