/ Data Processing Inequality / Empirical Covariance Matrix / estimator selection / FDR Control / Graphical Models / High Dimensional Settings / High-dimensional data / iterative optimization / KPCA / Lar Algorithm / Lasso Estimator / lasso-like estimators / low-rank regression / MATHEMATICS / Probability & Statistics / General / Metropolis Hastings Algorithm / Minimax Estimation / minimax lower bounds in statistics / Minimax Risk / Misclassification Probability / model selection / Moore Penrose Pseudo-inverse / Multivariate Analysis / Oracle Inequalities / Oracle Risk / penalized criteria / Positive Continuous Density / Precision Matrix / Probability & statistics / Probability and statistics / Reproducing Kernel Hilbert Spaces / RIDGE ESTIMATOR / Sparse Additive Model / Sparse Group Lasso / sparse regression / statistical learning theory / supervised machine learning / support vector machine / Symmetric Positive Definite Matrices / VC dimension