Approximate Risk Minimization Over Shrinking-Thresholding Rules in Normal Mean Estimation

arXiv:2607.06367 · math.ST, stat.AP, stat.ME, stat.ML · Submitted 2026-07-07 · Read on arXiv

Wei Jiang

math.ST, stat.AP, stat.ME, stat.ML

Submitted: 2026-07-07

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Lasso — 50× in this paper · explained in 2 episodes
• Consistency — 21× in this paper · explained in 3 episodes
• Mean Squared Error — 18× in this paper
• Sparsity — 16× in this paper · explained in 5 episodes
• Benchmark — 9× in this paper · explained in 2 episodes
• Regularization — 6× in this paper · explained in 3 episodes
• Wavelet Transform — 4× in this paper · explained in 2 episodes
• Accuracy — 2× in this paper · explained in 1 episode
• Post-Selection — 2× in this paper · explained in 3 episodes
• Unified Framework — 2× in this paper · explained in 6 episodes
• EMMA — 1× in this paper · explained in 2 episodes
• Influence Functions — 1× in this paper · explained in 3 episodes
• Intermediate Regime — 1× in this paper · explained in 2 episodes
• Longitudinal Data — 1× in this paper · explained in 2 episodes
• Score Function — 1× in this paper · explained in 4 episodes
• Selection Bias — 1× in this paper · explained in 5 episodes

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