Balancing Statistical and Computational Precision: A General Theory and Applications to Sparse Regression

نویسندگان

چکیده

Modern technologies are generating ever-increasing amounts of data. Making use these data requires methods that both statistically sound and computationally efficient. Typically, the statistical computational aspects treated separately. In this paper, we propose an approach to entangle two in context regularized estimation. Applying our sparse group-sparse regression, show it can improve on standard pipelines computationally.

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ژورنال

عنوان ژورنال: IEEE Transactions on Information Theory

سال: 2023

ISSN: ['0018-9448', '1557-9654']

DOI: https://doi.org/10.1109/tit.2022.3203857