Before revision:  TAlasso's penalty scheme accommodates the system of heterogeneous regressors, and it recovers the well-known oracle property that implies variable selection consistency and optimal rate of convergence for all three types of regressors.
After revision:  TAlasso's penalty scheme accommodates the system of heterogeneous regressors, TAlasso achieves the well-known oracle property that implies variable selection consistency and optimal rate of convergence for all three types of regressors.