An iterative algorithm for the square-root Lasso

DOI10.1088/1361-6420/AE2E38MaRDI QIDQ6877079zbMATH OpenFDO

Authors P. Boccacci, Christine De Mol, Ignace Loris

Publication date 9 January 2026

Published in Inverse Problems (Search for Journal in Brave)

zbMATH Keywords

iterative soft-thresholding algorithmsquare-root Lassosparsity-enforcing regularisation

Mathematics Subject Classification ID

Statistics (62-XX) Linear inference, regression (62Jxx) Mathematical programming (90Cxx)

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