Estimation of a sparse group of sparse vectors
نویسندگان
چکیده
منابع مشابه
Estimation of a sparse group of sparse vectors
We consider estimating a sparse group of sparse normal mean vectors, based on penalized likelihood estimation with complexity penalties on the number of nonzero mean vectors and the numbers of their significant components, which can be performed by a fast algorithm. The resulting estimators are developed within a Bayesian framework and can be viewed as maximum a posteriori estimators. We establ...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2013
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/ass082