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| HAL: hal-00604065, version 1 |
| arXiv: 1106.5599 |
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| A pseudo-RIP for multivariate regression |
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| Christophe Giraud 1 |
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| (2011-06-28) |
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| 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 $n < p$. |
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| 1: | Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP) |
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Polytechnique - X – CNRS : UMR7641 |
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| Subject | : | Mathematics/Statistics Statistics/Statistics Theory |
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| Multivariate regression – Restricted Isometry Property |
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| hal-00604065, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00604065 | |
| oai:hal.archives-ouvertes.fr:hal-00604065 | |
| From: Christophe Giraud | |
| Submitted on: Tuesday, 28 June 2011 08:57:41 | |
| Updated on: Tuesday, 28 June 2011 11:07:14 | |
