Near-ideal model selection by \(\ell _{1}\) minimization
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Publication:834335
DOI10.1214/08-AOS653zbMath1173.62053arXiv0801.0345MaRDI QIDQ834335
Emmanuel J. Candès, Yaniv Plan
Publication date: 19 August 2009
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0801.0345
model selection; eigenvalues of random matrices; oracle inequalities; compressed sensing; lasso; incoherence
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62G05: Nonparametric estimation
90C90: Applications of mathematical programming
90C20: Quadratic programming
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
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Uses Software
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