Approximate message passing for nonconvex sparse regularization with stability and asymptotic analysis
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Publication:4964520
DOI10.1088/1742-5468/aab051zbMath1459.94046arXiv1711.02795OpenAlexW2768038107MaRDI QIDQ4964520
Publication date: 2 March 2021
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.02795
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Analysis of algorithms (68W40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Related Items (5)
Cross validation in sparse linear regression with piecewise continuous nonconvex penalties and its acceleration ⋮ Unnamed Item ⋮ Perfect reconstruction of sparse signals with piecewise continuous nonconvex penalties and nonconvexity control ⋮ Estimator of prediction error based on approximate message passing for penalized linear regression ⋮ Prediction errors for penalized regressions based on generalized approximate message passing
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