A homotopy recursive-in-model-order algorithm for weighted Lasso.
Zbynek KoldovskýPetr TichavskýPublished in: ICASSP (2014)
Keyphrases
- theoretical analysis
- mathematical model
- cost function
- objective function
- preprocessing
- probabilistic model
- algorithm employs
- optimization model
- classification algorithm
- em algorithm
- prior information
- recognition algorithm
- final result
- input data
- computational complexity
- detection algorithm
- dynamic programming
- expectation maximization
- learning algorithm
- optimization algorithm
- elastic net
- genetic algorithm
- estimation algorithm
- optimization method
- tree structure
- energy function
- np hard
- optimal solution
- k means
- selection operator
- neural network
- recursive algorithm
- similarity measure
- lower bound
- search space
- linear model
- convergence rate
- bayesian framework
- particle swarm optimization
- kalman filter
- parameter estimation
- regression model