SOCP based variance free Dantzig selector with application to robust estimation (Q715639): Difference between revisions
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scientific article
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English | SOCP based variance free Dantzig selector with application to robust estimation |
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SOCP based variance free Dantzig selector with application to robust estimation (English)
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31 October 2012
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joint estimation of sparse vector and noise variance
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high dimensional linear regression
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second-order cone program (SOCP)
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nonasymptotic sharp risk bounds
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