Near-ideal model selection by \(\ell _{1}\) minimization

DOI10.1214/08-AOS653zbMath1173.62053arXiv0801.0345OpenAlexW3101762025MaRDI QIDQ834335

Emmanuel J. Candès, Yaniv Plan

Publication date: 19 August 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.0345

zbMATH Keywords

model selectioneigenvalues of random matricesoracle inequalitiescompressed sensinglassoincoherence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Applications of mathematical programming (90C90) Quadratic programming (90C20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Uses Software

• PDCO

Cites Work

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