Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: The Dantzig selector and sparsity oracle inequalities   Let \[Y_j=f_*(X_j)+\xi_j,\qquad j=1,...,n,\] where $X,X_1,...,X_n$ are i.i.d.
random variables in a measurable space $(S,\mathcal{A})$ with distribution
$\Pi$ and $\xi,\xi_1,... ,\xi_n$ are i.i.d. random variables with
${\mathbb{E}}\xi=0$ independent of $(X_1,...,X_n).$ Given a dictionary
$h_1,...,h_N:S\mapsto{\mathbb{R}},$ let
$f_{\lambda}:=\sum_{j=1}^N\lambda_jh_j$,
$\lambda=(\lambda_1,...,\lambda_N)\in{\mathbb{R}}^N.$ Given $\varepsilon>0,$
define \[\hat{\Lambda}_{\varepsilon}:=\Biggl\{\lam
bda\in{\mathbb{R}}^N:\max_{1\leq k\leq N}\Biggl|n^{-1}\sum_{j=1}^n\big
l(f_{\lambda}(X_j)-Y_j\bigr)h_k(X_j)\Biggr|\leq\varepsilon \Biggr\}\] and
\[\hat{\lambda}:=\hat{\lambda}^{\varepsilon}\in \operatorname {Arg
min}\limits_{\lambda\in\hat{\Lambda}_{\varepsilon}}\|\lambda\|_{\ell_1}.\] In
the case where $f_*:=f_{\lambda^*},\lambda^*\in {\mathbb{R}}^N,$ Candes and Tao
[Ann. Statist. 35 (2007) 2313--2351] suggested using $\hat{\lambda}$ as an
estimator of $\lambda^*.$ They called this estimator ``the Dantzig selector''.
We study the properties of $f_{\hat{\lambda}}$ as an estimator of $f_*$ for
regression models with random design, extending some of the results of Candes
and Tao (and providing alternative proofs of these results).

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The categories of this paper are: hep-ex
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The categories of this paper are: acc-phys
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The categories of this paper are: alg-geom
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The categories of this paper are: hep-lat
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The categories of this paper are: eess
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The categories of this paper are: nlin
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The categories of this paper are: hep-ph
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The categories of this paper are: cond-mat
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The categories of this paper are: bayes-an
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The categories of this paper are: astro-ph
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The categories of this paper are: patt-sol
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The categories of this paper are: chao-dyn
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The categories of this paper are: physics
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The categories of this paper are: atom-ph
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The categories of this paper are: funct-an
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The categories of this paper are: mtrl-th