Lecture 6 Flashcards
1
Q
What is the average squared approximation error in the standard linear model?
A
2
Q
What does the following converge to in the standard linear model?
A
A normal distribution
3
Q
What happens to the average squared approximation in case d > n?
A
4
Q
What is the definition of an active set and an inactive set?
A
5
Q
What is the upper bounds on error of Lasso theorem?
A
6
Q
What does the Theorem upper bound on error of LASSO imply? What does the next step need to be?
A
7
Q
What is the Gaussian tail bounds theorem?
A
8
Q
What does the Gaussian tail bounds theorem imply?
A
9
Q
What is the upper bound on error of LASSO probabilistic version theorem?
A
10
Q
How can the Corollary Gaussian tail bounds for max be applied?
A
11
Q
What happens here?
A
