sparsistency

Questions

What does sparsistency mean?

Let mathbf b be a vector and define the support operatorname supp( mathbf b)=i: mathbf bᵢ≠0 where mathbf bᵢ is the ith element of mathbf b. Let ̂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.

Where does sparsistency come from?

Blend of sparse + consistency.

How to pronounce sparsistency

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