On the consistency of coordinate-independent sparse estimation with BIC.
Changliang ZouXin ChenPublished in: J. Multivar. Anal. (2012)
Keyphrases
- model selection
- selection criterion
- sparse data
- compressed sensing
- accurate estimation
- sample size
- cross validation
- information criterion
- robust estimation
- estimation algorithm
- density estimation
- global consistency
- estimation accuracy
- sparse representation
- elastic net
- high dimensional
- data sets
- bayesian information criterion
- model selection criteria
- signal reconstruction
- consistency checking
- incomplete data
- image reconstruction
- parameter estimation
- maximum likelihood
- feature selection