A unified view of high-dimensional bridge regression

In many application areas ranging from bioinformatics to imaging, we are interested in recovering a sparse coefficient in the high-dimensional linear model, when the sample size n is comparable to or less than the dimension p. One of the most popular classes of estimators is the Lq-regularized least...

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Bibliographic Details
Main Author: Weng, Haolei
Language:English
Published: 2017
Subjects:
Online Access:https://doi.org/10.7916/D82V2THP