Square root LASSO: well-posedness, Lipschitz stability, and the tuning trade-off

Ridge regression; shrinkage estimators (Lasso) (62J07) Convex programming (90C25) Sensitivity, stability, well-posedness (49K40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20) Inverse problems in optimal control (49N45)

Cites Work

Unnamed Item
Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015
On the solution uniqueness characterization in the L1 norm and polyhedral gauge recovery
The Lasso problem and uniqueness
The sparsity of LASSO-type minimizers
Pivotal estimation via square-root lasso in nonparametric regression
Necessary and sufficient conditions of solution uniqueness in 1-norm minimization
Stable recovery of analysis based approaches
Simultaneous analysis of Lasso and Dantzig selector
The degrees of freedom of partly smooth regularizers
Correcting for unknown errors in sparse high-dimensional function approximation
Do log factors matter? On optimal wavelet approximation and the foundations of compressed sensing
Uniqueness in nuclear norm minimization: flatness of the nuclear norm sphere and simultaneous polarization
Low Complexity Regularization of Linear Inverse Problems
CVXPY: A Python-Embedded Modeling Language for Convex Optimization
Square-root lasso: pivotal recovery of sparse signals via conic programming
Scaled sparse linear regression
Variational Analysis
Selective inference with unknown variance via the square-root lasso
Variational Analysis and Applications
New Method of Sparse Parameter Estimation in Separable Models and Its Use for Spectral Analysis of Irregularly Sampled Data
Sharp Oracle Inequalities for Square Root Regularization
Compressive Imaging: Structure, Sampling, Learning
The Gap between Theory and Practice in Function Approximation with Deep Neural Networks
Robust instance-optimal recovery of sparse signals at unknown noise levels
Sparse Polynomial Approximation of High-Dimensional Functions
On the Best Choice of Lasso Program Given Data Parameters
Sensitivity of ℓ1 minimization to parameter choice
The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms
Implicit Functions and Solution Mappings
Convex Analysis
Compressed sensing
From Perspective Maps to Epigraphical Projections
Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems
LASSO Reloaded: A Variational Analysis Perspective with Applications to Compressed Sensing

This page was built for publication: Square root LASSO: well-posedness, Lipschitz stability, and the tuning trade-off