sparsistency

Noun

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