Critical behavior and universality classes for an algorithmic phase transition in sparse reconstruction

DOI10.1007/s10955-019-02292-6zbMath1416.62395arXiv1509.08995MaRDI QIDQ2316055

Anirvan M. Sengupta, Partha Pratim Mitra, Mohammad Ramezanali

Publication date: 26 July 2019

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.08995

zbMATH Keywords

random matrices; phase transition; high-dimensional data; penalized regression; cavity method; compressed sensing

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

60B20: Random matrices (probabilistic aspects)

Uses Software

• CVXOPT
• PDCO