@article{Li:205082, title = {Consistency of $\ell_1$-Regularized Maximum-Likelihood for Compressive Poisson Regression}, author = {Li, Yen-Huan and Cevher, Volkan}, year = {2015}, abstract = {We consider Poisson regression with the canonical link function. This regression model is widely used in regression analysis involving count data; one important application in electrical engineering is transmission tomography. In this paper, we establish the variable selection consistency and estimation consistency of the $\ell_1$-regularized maximum-likelihood estimator in this regression model, and characterize the asymptotic sample complexity that ensures consistency even under the compressive sensing setting (or the $n \ll p$ setting in high-dimensional statistics).}, url = {http://infoscience.epfl.ch/record/205082}, }