2 problems

Lasso active-set constraints. The Lasso choice must satisfy ${\mathcal A}_1\subseteq {\mathcal A}$ and ${\mathcal A}\subseteq {\mathcal A}_{10}$; moreover, $w_{\mathcal A}$ cannot…

Fix $\pi\in\mathcal P_2(\mathbb R)$, $\delta\in(0,\infty)$, and $\sigma>0$. Consider sequences of dimensions, Gaussian design matrices, coefficient vectors, and noise vectors satis…