Support union recovery in high-dimensional multivariate regression (Q2429923)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Support union recovery in high-dimensional multivariate regression
scientific article

    Statements

    Support union recovery in high-dimensional multivariate regression (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    5 April 2011
    0 references
    0 references
    Lasso
    0 references
    block-norm
    0 references
    second-order cone program
    0 references
    sparsity
    0 references
    variable selection
    0 references
    multivariate regression
    0 references
    high-dimensional scaling
    0 references
    simultaneous Lasso
    0 references
    group Lasso
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references