Connection between SPICE and Square-Root LASSO for sparse parameter estimation.
Prabhu BabuPetre StoicaPublished in: Signal Process. (2014)
Keyphrases
- parameter estimation
- square root
- model selection
- least squares
- sparse representation
- kalman filtering
- floating point
- maximum likelihood
- em algorithm
- arrival rate
- euclidean space
- probability density function
- feature selection
- markov random field
- parameter estimation algorithm
- statistical models
- expectation maximization
- mixture model
- variable selection
- hyperparameters
- sample size
- gaussian mixture model
- high dimensional
- computer vision