Sensitivity of ℓ1 minimization to parameter choice

DOI10.1093/imaiai/iaaa014zbMath1475.94030arXiv1810.11968OpenAlexW3078707548MaRDI QIDQ5155951

Aaron Berk, Özgür Yılmaz, Yaniv Plan

Publication date: 13 October 2021

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.11968

zbMATH Keywords

convex optimizationcompressed sensinglassoparameter instabilitysparse proximal denoising

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonconvex programming, global optimization (90C26) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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