On the sign recovery by least absolute shrinkage and selection operator, thresholded least absolute shrinkage and selection operator, and thresholded basis pursuit denoising
Basis pursuit (BP), basis pursuit deNoising (BPDN), and least absolute shrinkage and selection operator (LASSO) are popular methods for identifying important predictors in the high-dimensional linear regression model (Formula presented.). By definition, when (Formula presented.), BP uniquely recovers (Formula presented.) when (Formula presented.) and (Formula presented.) implies (Formula presented