Adaptive multi-penalty regularization based on a generalized Lasso path

DOI10.1016/j.acha.2018.11.001zbMath1434.68408arXiv1710.03971OpenAlexW2964065098WikidataQ125685045 ScholiaQ125685045MaRDI QIDQ2175012

Timo Klock, Markus Grasmair, Valeriya Naumova

Publication date: 27 April 2020

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.03971

zbMATH Keywords

compressed sensingadaptive parameter choicemulti-penalty regularizationLasso pathexact support recoverynoise folding

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Learning and adaptive systems in artificial intelligence (68T05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

Computational approaches to non-convex, sparsity-inducing multi-penalty regularization

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