A Data-Dependent Weighted LASSO Under Poisson Noise

DOI10.1109/TIT.2018.2869578zbMath1432.62222DBLPjournals/tit/HuntRRSW19arXiv1509.08892OpenAlexW2964074760WikidataQ98839714 ScholiaQ98839714MaRDI QIDQ4629919

Xin Jiang Hunt, Vincent Rivoirard, Rebecca Willett, Laure Sansonnet, Patricia Reynaud-Bouret

Publication date: 28 March 2019

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.08892

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (7)

Dispersal density estimation across scales ⋮ Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression ⋮ Robust recovery of signals with partially known support information using weighted BPDN ⋮ A mathematical model for image saturation with an application to the restoration of solar images via adaptive sparse deconvolution ⋮ Variance-stabilization-based compressive inversion under Poisson or Poisson–Gaussian noise with analytical bounds ⋮ Sparse space-time models: concentration inequalities and Lasso ⋮ A consistent and numerically efficient variable selection method for sparse Poisson regression with applications to learning and signal recovery

This page was built for publication: A Data-Dependent Weighted LASSO Under Poisson Noise