Sparse Recovery With Unknown Variance: A LASSO-Type Approach

DOI10.1109/TIT.2014.2301162zbMath1360.62396arXiv1101.0434OpenAlexW2165186963MaRDI QIDQ2986269

Stéphane Chrétien, Sébastien Darses

Publication date: 16 May 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.0434

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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