Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On Dantzig and Lasso estimators of the drift in a high dimensional
  Ornstein-Uhlenbeck model   In this paper we present new theoretical results for the Dantzig and Lasso
estimators of the drift in a high dimensional Ornstein-Uhlenbeck model under
sparsity constraints. Our focus is on oracle inequalities for both estimators
and error bounds with respect to several norms. In the context of the Lasso
estimator our paper is strongly related to [11], who investigated the same
problem under row sparsity. We improve their rates and also prove the
restricted eigenvalue property solely under ergodicity assumption on the model.
Finally, we demonstrate a numerical analysis to uncover the finite sample
performance of the Dantzig and Lasso estimators.

10
The categories of this paper are: q-bio
32
The categories of this paper are: atom-ph
14
The categories of this paper are: math-ph
27
The categories of this paper are: comp-gas
1
The categories of this paper are: cs
34
The categories of this paper are: chem-ph
4
The categories of this paper are: cond-mat
30
The categories of this paper are: q-alg
21
The categories of this paper are: adap-org
3
The categories of this paper are: physics
28
The categories of this paper are: alg-geom
23
The categories of this paper are: solv-int
31
The categories of this paper are: ao-sci
6
The categories of this paper are: astro-ph
18
The categories of this paper are: econ
29
The categories of this paper are: funct-an