Consistent parameter estimation for Lasso and approximate message passing

DOI10.1214/17-AOS1544zbMath1401.62116MaRDI QIDQ5916043

Richard G. Baraniuk, Arian Maleki, Ali Mousavi

Publication date: 27 April 2018

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

zbMATH Keywords

sparsity; Lasso; approximate message passing; optimal regularization parameter

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

62G05: Nonparametric estimation

Uses Software

• PDCO
• ElemStatLearn
• covTest