On ℓ_1-regularized estimation for nonlinear models that have sparse underlying linear structures
In a recent work (arXiv:0910.2517), for nonlinear models with sparse underlying linear structures, we studied the error bounds of ℓ_0-regularized estimation. In this note, we show that ℓ_1-regularized estimation in some important cases can achieve the same order of error bounds as those in the aforementioned work.
READ FULL TEXT