Estimation error of the constrained lasso.

Nissim Zerbib Yen-Huan Li Ya-Ping Hsieh Volkan Cevher

Published in: Allerton (2016)

Keyphrases

estimation error
estimation accuracy
standard deviation
average error
approximation error
error rate
least squares
covariance matrix
feature selection
linear regression
machine learning
sparse representation
cross validation
step size
regularized regression
variable selection
image processing
computer vision