SOCP based variance free Dantzig selector with application to robust estimation (Q715639): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:03, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SOCP based variance free Dantzig selector with application to robust estimation |
scientific article |
Statements
SOCP based variance free Dantzig selector with application to robust estimation (English)
0 references
31 October 2012
0 references
joint estimation of sparse vector and noise variance
0 references
high dimensional linear regression
0 references
second-order cone program (SOCP)
0 references
nonasymptotic sharp risk bounds
0 references
