@article{optimalpredictionforsparselinearmodels, title = {Optimal prediction for sparse linear models? Lower bounds for coordinate-separable M-estimators}, author = {Yuchen Zhang and Martin J. Wainwright and Michael. I. Jordan}, year = {2015}, eprint = {1503.03188}, archivePrefix = {arXiv}, url = {http://arxiv.org/abs/1503.03188v2}, }