2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/223373We show that the two-stage adaptive Lasso procedure (Zou, 2006) is consistent for high-dimensional model selection in linear and Gaussian graphical models. Our conditions for consistency cover more general situations than those accomplished in previous work: we prove that restricted eigenvalue conditions (Bickel et al., 2008) are also sufficient for sparse structure estimation.30 pagesStatistics TheoryMachine Learningtext