Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off.

Aaron Berk Simone Brugiapaglia Tim Hoheisel

Published in: SIAM J. Optim. (2024)

Keyphrases

square root
trade off
floating point
kalman filtering
euclidean space
arrival rate
feature selection
sparse representation
probability density function
machine learning
steady state
knn
markov chain
sample size
point correspondences
riemannian manifolds