A proximal operator framework unifies asymptotics and Oracle features for penalized estimators and yields new sqrt(n)-consistent Ridgeless-type estimators for linear regression.
Lemar \'e chal , Claude C
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Proximal Estimation and Inference
A proximal operator framework unifies asymptotics and Oracle features for penalized estimators and yields new sqrt(n)-consistent Ridgeless-type estimators for linear regression.