sparsistency English

Meaning sparsistency meaning

What does sparsistency mean?

sparsistency noun

— (statistics) Let \mathbf{b} be a vector and define the support \operatorname{supp}(\mathbf{b}) = \{i : \mathbf{b}_i \neq 0\} where \mathbf{b}_i is the ith element of \mathbf{b} . Let \hat{\mathbf{b}} be an estimator for \mathbf{b} . Then sparsistency is the property that the support of the estimator converges to the true support as the number of samples grows to infinity.