The generalized Lasso problem and uniqueness (Q2002568): Difference between revisions

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+.07682
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+On the existence of maximum likelihood estimates in logistic regression models
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+Near-ideal model selection by \(\ell _{1}\) minimization
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+The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
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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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+Recovery of Exact Sparse Representations in the Presence of Bounded Noise
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+Log-linear models for frequency tables derived by indirect observation: Maximum likelihood equations
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+$\ell_1$ Trend Filtering
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+A note on the measurability of convex sets
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+On model selection consistency of regularized M-estimators
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+The cosparse analysis model and algorithms
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+Convex Analysis
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+Nonlinear total variation based noise removal algorithms
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+Additive models with trend filtering
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+On the distribution, model selection properties and uniqueness of the Lasso estimator in low and high dimensions
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+Splines in higher order TV regularization
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+Spatial smoothing and hot spot detection for CGH data using the fused lasso
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+Sparsity and Smoothness Via the Fused Lasso
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+The Lasso problem and uniqueness
@@ Property / cites work: The Lasso problem and uniqueness / rank @@
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+The solution path of the generalized lasso
@@ Property / cites work: The solution path of the generalized lasso / rank @@
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+Degrees of freedom in lasso problems
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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