Consistent parameter estimation for Lasso and approximate message passing

DOI10.1214/16-AOS1529zbMath1390.62123arXiv1511.01017MaRDI QIDQ5894706

Richard G. Baraniuk, Arian Maleki, Ali Mousavi

Publication date: 14 February 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.01017

zbMATH Keywords

estimation; asymptotic properties; Lasso; unbiased risk estimate; approximate message passing

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation