Regularity properties of high-dimensional covariate matrices

Edgar Dobriban Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43428

arXiv preprint arXiv:1305.5198, 2013.5
Regularity properties such as the incoherence condition, the restricted isometry property, compatibility, restricted eigenvalue and iq sensitivity of covariate matrices play a pivotal role in high-dimensional regression and compressed sensing. Yet, like computing the spark of a matrix, we first show that it is NP-hard to check the conditions involving all submatrices of a given size.
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  title={Regularity properties of high-dimensional covariate matrices},
  author={Edgar Dobriban, and Jianqing Fan},
  booktitle={arXiv preprint arXiv:1305.5198},
Edgar Dobriban, and Jianqing Fan. Regularity properties of high-dimensional covariate matrices. 2013. In arXiv preprint arXiv:1305.5198.
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