Improved matrix uncertainty selector
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Publication:5499694
DOI10.1214/12-IMSCOLL920zbMath1327.62410arXiv1112.4413OpenAlexW1508062313MaRDI QIDQ5499694
Mathieu Rosenbaum, Alexandre B. Tsybakov
Publication date: 30 July 2015
Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.4413
measurement errormissing datasparsitymatrix uncertaintyerrors-in-variables modelrestricted eigenvalue assumptionMU selector
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