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