On the MSE Properties of Empirical Bayes Methods for Sparse Estimation

Author:

Aravkin A.,Burke J.V.,Chiuso A.,Pillonetto G.

Publisher

Elsevier BV

Subject

General Medicine

Reference31 articles.

1. Convex vs nonconvex approaches for sparse estimation: glasso, multiple kernel learning and hyperparameter glasso;Aravkin,2011

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5. The Dantzig selector: statistical estimation when;Candes;p is much larger than n. Annals of Statistics,2007

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