Sparse recovery under matrix uncertainty (Q605921)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse recovery under matrix uncertainty |
scientific article |
Statements
Sparse recovery under matrix uncertainty (English)
0 references
15 November 2010
0 references
sparsity
0 references
MU-selector
0 references
matrix uncertainty
0 references
errors-in-variables model
0 references
measurement error
0 references
sign consistency
0 references
oracle inequalities
0 references
restricted eigenvalue assumption
0 references
missing data
0 references
portfolio selection
0 references
portfolio replication
0 references
