High dimensional linear regression using lattice basis reduction

© 2018 Curran Associates Inc.All rights reserved. We consider a high dimensional linear regression problem where the goal is to efficiently recover an unknown vector β∗ from n noisy linear observations Y = Xβ∗ + W ∈ Rn, for known X ∈ Rn×p and unknown W ∈ Rn. Unlike most of the literature on this mod...

Full description

Bibliographic Details
Format: Article
Language:English
Published: 2021
Online Access:https://hdl.handle.net/1721.1/137333