A pseudo-RIP for multivariate regression

Christophe Giraud (1)

1 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique

We give a suitable RI-Property under which recent results for trace regression translate into strong risk bounds for multivariate regression. This pseudo-RIP is compatible with the setting $n < p$.

Mots clés: Multivariate regression; Restricted Isometry Property

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Christophe Giraud. A pseudo-RIP for multivariate regression. 2011. ⟨hal-00604065⟩