Sparse matrix inversion with scaled Lasso.

Tingni Sun Cun-Hui Zhang

Published in: J. Mach. Learn. Res. (2013)

Keyphrases

matrix inversion
least squares
regularized regression
sparse representation
monte carlo
kernel matrix
low rank
computational cost
linear regression
high dimensional
feature selection
policy evaluation
pairwise
optical flow
collaborative filtering
model selection
light transport
face recognition