SOCP based variance free Dantzig selector with application to robust estimation (Q715639): Difference between revisions

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Revision as of 21:27, 19 March 2024

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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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