1. Anderson, T.W.: An Introduction to Multivariate Statistical Analysis. Wiley, New York (1984)
2. Bayati, M., Montanari, A.: The LASSO risk for Gaussian matrices. IEEE Trans. Inform. Theory 58, 1997–2017 (2012). doi:
10.1109/TIT.2011.2174612
3. Bean, D., Bickel, P., El Karoui, N., Lim, C., Yu, B.: Penalized Robust Regression in High Dimension. Technical Report, Department of Statistics, UC Berkeley. Submitted to AISTATs in October 2011. Not under consideration anymore (2012)
4. Bean, D., Bickel, P.J., El Karoui, N., Yu, B.: Optimal m-estimation in high-dimensional regression. Proc. Natl. Acad. Sci.110, 14563–14568 (2013)
5. Beck, A., Teboulle, M.: Convex Optimization in Signal Processing and Communications, chapter Gradient-Based Algorithms with Applications in Signal Recovery Problems, pp. 33–88. Cambridge University Press, Cambridge (2010)