sparsistency

English

English Wikipedia has an article on:

Sparsistency

Wikipedia

sparsistency (uncountable)

(statistics) Let $\mathbf {b}$ $\mathbf {b}$ be a vector and define the support $\operatorname {supp} (\mathbf {b} )=\{i:\mathbf {b} _{i}\neq 0\}$ $\operatorname {supp} (\mathbf {b} )=\{i:\mathbf {b} _{i}\neq 0\}$ where $\mathbf {b} _{i}$ $\mathbf {b} _{i}$ is the $i$ $i$ th element of $\mathbf {b}$ $\mathbf {b}$ . Let ${\hat {\mathbf {b} }}$ ${\hat {\mathbf {b} }}$ be an estimator for $\mathbf {b}$ $\mathbf {b}$ . Then sparsistency is the property that the support of the estimator converges to the true support as the number of samples grows to infinity.
- 2015, Edouard Ollier, Vivian Viallon, “Regression modeling on stratified data: automatic and covariate-specific selection of the reference stratum with simple $L_{1}$ -norm penalties”, in arXiv‎:
  Its implementation can be done with available packages under a variety of models and, in the linear regression model, we show it is sparsistent under conditions similar to those ensuring sparsistency for an oracular version of the reference stratum strategy.