搜索结果: 1-4 共查到“sparse estimation”相关记录4条 . 查询时间(0.109 秒)
Optimization viewpoint on Kalman smoothing, with applications to robust and sparse estimation
Optimization viewpoint Kalman smoothing applications robust sparse estimation
2013/4/28
In this paper, we present the optimization formulation of the Kalman filtering and smoothing problems, and use this perspective to develop a variety of extensions and applications. We first formulate ...
Correlated variables in regression: clustering and sparse estimation
Canonical correlation group Lasso Hierarchical clustering High-dimensional inference Lasso Oracle inequality Variable screening Variable selection
2012/11/23
We consider estimation in a high-dimensional linear model with strongly correlated variables. We propose to cluster the variables first and do subsequent sparse estimation such as the Lasso for cluste...
Near-Oracle Performance of Greedy Block-Sparse Estimation Techniques from Noisy Measurements
Near-Oracle Performance Greedy Block-Sparse Estimation Techniques Noisy Measurements
2010/11/30
This paper examines the ability of greedy algorithms to estimate a block sparse parameter vector from noisy measurements.In particular, block sparse versions of the orthogonal
matching pursuit and th...
Model-Consistent Sparse Estimation through the Bootstrap
Model-Consistent Sparse Estimation Bootstrap
2010/3/17
We consider the least-square linear regression problem with regularization by the
ℓ1-norm, a problem usually referred to as the Lasso. In this paper, we first present
a detailed asymptotic ana...