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Penalized empirical relaxed greedy algorithm for fixed design Gaussian regression.
Chen Chen
Na Chen
Published in:
Int. J. Wavelets Multiresolution Inf. Process. (2016)
Keyphrases
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greedy algorithm
worst case
least squares
maximum likelihood
greedy algorithms
objective function
regression model
model selection
set cover
greedy strategy
machine learning
combinatorial optimization
greedy heuristic
submodular functions
structured sparsity