The Lasso problem and uniqueness (Q1951165): Difference between revisions

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+.0313
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+Simultaneous analysis of Lasso and Dantzig selector
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+Near-ideal model selection by \(\ell _{1}\) minimization
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+Atomic Decomposition by Basis Pursuit
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+For most large underdetermined systems of linear equations the minimal 𝓁<sub>1</sub>‐norm solution is also the sparsest solution
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+A necessary and sufficient condition for exact sparse recovery by \(\ell_1\) minimization
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+Least angle regression. (With discussion)
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+Recovery of Exact Sparse Representations in the Presence of Bounded Noise
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+Analysis of backtrack algorithms for listing all vertices and all faces of a convex polyhedron.
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+The Dantzig selector and sparsity oracle inequalities
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+Sparsity in penalized empirical risk minimization
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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+A new approach to variable selection in least squares problems
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+Convex Analysis
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+The solution path of the generalized lasso
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+Degrees of freedom in lasso problems
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+On the conditions used to prove oracle results for the Lasso
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Regularization and Variable Selection Via the Elastic Net
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