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On non-asymptotic bounds for estimation in generalized linear models with highly correlated design
Sara A. van de Geer · 2007-09-06 · via math.ST updates on arXiv.org

We study a high-dimensional generalized linear model and penalized empirical risk minimization with $\ell_1$ penalty. Our aim is to provide a non-trivial illustration that non-asymptotic bounds for the estimator can be obtained without relying on the chaining technique and/or the peeling device.

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