Square root LASSO: well-posedness, Lipschitz stability, and the tuning trade-off
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convex analysisimplicit function theoremLipschitz stabilitysensitivity analysissparse recoverysquare root LASSOvariational analysis
Sensitivity, stability, well-posedness (49K40) Inverse problems in optimal control (49N45) Ridge regression; shrinkage estimators (Lasso) (62J07) Convex programming (90C25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20)
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Cites work
- Compressed sensing
- Compressive imaging: structure, sampling, learning. With contributions by Vegard Antun
- Convex Analysis
- Correcting for unknown errors in sparse high-dimensional function approximation
- CVXPY: a Python-embedded modeling language for convex optimization
- Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems
- Do log factors matter? On optimal wavelet approximation and the foundations of compressed sensing
- Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015
- From Perspective Maps to Epigraphical Projections
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Implicit Functions and Solution Mappings
- LASSO Reloaded: A Variational Analysis Perspective with Applications to Compressed Sensing
- Low complexity regularization of linear inverse problems
- Necessary and sufficient conditions of solution uniqueness in 1-norm minimization
- New Method of Sparse Parameter Estimation in Separable Models and Its Use for Spectral Analysis of Irregularly Sampled Data
- On the Best Choice of Lasso Program Given Data Parameters
- On the solution uniqueness characterization in the L1 norm and polyhedral gauge recovery
- Pivotal estimation via square-root lasso in nonparametric regression
- Robust instance-optimal recovery of sparse signals at unknown noise levels
- Scaled sparse linear regression
- Selective inference with unknown variance via the square-root Lasso
- Sensitivity of _1 minimization to parameter choice
- Sharp oracle inequalities for square root regularization
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse Polynomial Approximation of High-Dimensional Functions
- Square-root lasso: pivotal recovery of sparse signals via conic programming
- Stable recovery of analysis based approaches
- The degrees of freedom of partly smooth regularizers
- The gap between theory and practice in function approximation with deep neural networks
- The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms
- The Lasso problem and uniqueness
- The sparsity of LASSO-type minimizers
- Uniqueness in nuclear norm minimization: flatness of the nuclear norm sphere and simultaneous polarization
- Variational Analysis
- Variational analysis and applications
Cited in
(4)- LASSO Reloaded: A Variational Analysis Perspective with Applications to Compressed Sensing
- An iterative algorithm for the square-root Lasso
- The geometry and well-posedness of sparse regularized linear regression
- Physics-informed deep learning and compressive collocation for high-dimensional diffusion-reaction equations: practical existence theory and numerics
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