Lasso-type recovery of sparse representations for high-dimensional data
The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently discovered that the sparsity pattern of the Lasso estimator can...
| Hlavní autoři: | , |
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| Médium: | Journal article |
| Jazyk: | English |
| Vydáno: |
2008
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