A data-driven line search rule for support recovery in high-dimensional data analysis

DOI10.1016/j.csda.2022.107524OpenAlexW3216330441MaRDI QIDQ2157522

Lican Kang, Xiliang Lu, Peili Li, Yu Ling Jiao

Publication date: 22 July 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.10806

zbMATH Keywords

line searchhigh-dimensional data analysis\(\ell_0\) penalty\(\ell_2\) error boundsparsity assumption

Mathematics Subject Classification ID

Statistics (62-XX)

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