In Theorem 11, the factor (1 + 1/\gamma_\alpha) should multiply the factor
2 \phi(G,S,\delta) instead of appearing out in front of the bound. In
addition, the same factor of (1 + 1/\gamma_\alpha) should also appear in
the estimator in Eqn. (15), again multiplying twice the penalty. Similar
modifications should also be made in Section 5.