Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

DOI10.1109/TIT.2009.2016018zbMath1367.62220MaRDI QIDQ4975847

Publication date: 8 August 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Ridge regression; shrinkage estimators (Lasso) (62J07) Quadratic programming (90C20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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