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Sparse space-time models: Concentration inequalities and Lasso

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Autor(es):
Ost, G. ; Reynaud-Bouret, P.
Número total de Autores: 2
Tipo de documento: Artigo Científico
Fonte: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES; v. 56, n. 4, p. 29-pg., 2020-11-01.
Resumo

Inspired by Kalikow-type decompositions, we introduce a new stochastic model of infinite neuronal networks, for which we establish sharp oracle inequalities for Lasso methods and restricted eigenvalue properties for the associated Gram matrix with high probability. These results hold even if the network is only partially observed. The main argument rely on the fact that concentration inequalities can easily be derived whenever the transition probabilities of the underlying process admit a sparse space-time representation. (AU)

Processo FAPESP: 13/07699-0 - Centro de Pesquisa, Inovação e Difusão em Neuromatemática - NeuroMat
Beneficiário:Oswaldo Baffa Filho
Modalidade de apoio: Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs