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Convex vs non-convex estimators for regression and sparse estimation: the mean squared error properties of ARD and GLasso.
Aleksandr Y. Aravkin
James V. Burke
Alessandro Chiuso
Gianluigi Pillonetto
Published in:
J. Mach. Learn. Res. (2014)
Keyphrases
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convex constraints
convex optimization
convexity properties
high dimensional
regression model
convex hull
piecewise linear
estimation problems
feature selection
least squares
support vector regression
regression analysis
convex relaxation
regression algorithm
relevance vector machine
asymptotic properties