A Lower Bound on the Estimator Variance for the Sparse Linear Model
Sebastian SchmutzhardAlexander JungFranz HlawatschZvika Ben-HaimYonina C. EldarPublished in: CoRR (2010)
Keyphrases
- linear model
- lower bound
- least squares
- variance estimator
- upper bound
- regression model
- variance reduction
- unbiased estimator
- branch and bound algorithm
- linear models
- branch and bound
- conditional expectation
- lower and upper bounds
- linear transformation
- nonlinear models
- additive model
- worst case
- objective function
- linear transformations
- np hard
- optimal solution
- regression trees
- linear regression
- high dimensional
- importance sampling
- estimation error
- sufficiently accurate
- monte carlo
- maximum likelihood
- semi parametric
- maximum a posteriori
- spectral reflectance
- logistic regression