Consistent parameter estimation for Lasso and approximate message passing
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Publication:5916043
DOI10.1214/17-AOS1544zbMath1401.62116MaRDI QIDQ5916043
Richard G. Baraniuk, Arian Maleki, Ali Mousavi
Publication date: 27 April 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
62J07: Ridge regression; shrinkage estimators (Lasso)
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
62G05: Nonparametric estimation
Uses Software