On $\ell_1$-regularized estimation for nonlinear models that have sparse underlying linear structures

Abstract

In a recent work (arXiv:0910.2517), for nonlinear models with sparse underlying linear structures, we studied the error bounds of $\ell_0$-regularized estimation. In this note, we show that $\ell_1$-regularized estimation in some important cases can achieve the same order of error bounds as those in the aforementioned work.