Asymptotic Theory for Graphical SLOPE: Precision Estimation and Pattern Convergence
图SLOPE的渐近理论:精度估计与模式收敛
This paper studies Graphical SLOPE for precision matrix estimation, with emphasis on its ability to recover both sparsity and clusters of edges with equal or similar strength. In a fixed-dimensional regime, we establish that the root-$n$ scaled estimation error converges to the unique minimizer of a strictly convex optimization problem defined through the directional derivative of the SLOPE penalty. We also establish convergence of the induced SLOPE pattern, thereby…