Square-root lasso: pivotal recovery of sparse signals via conic programming (Q3107973)
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scientific article
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| English | Square-root lasso: pivotal recovery of sparse signals via conic programming |
scientific article |
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Square-root lasso: pivotal recovery of sparse signals via conic programming (English)
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28 December 2011
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high-dimensional sparse model
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moderate deviation theory
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0.8169618844985962
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0.8100112080574036
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0.8094146251678467
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0.8050172924995422
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0.8029994964599609
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