Overcoming The Limitations of Phase Transition by Higher Order Analysis of Regularization Techniques
نویسندگان
چکیده
By Haolei Weng∗, Arian Maleki† and Le Zheng‡ Columbia University∗†‡ We study the problem of estimating a sparse vector β ∈ R from the response variables y = Xβ + w, where w ∼ N(0, σ wIn×n), under the following high-dimensional asymptotic regime: given a fixed number δ, p → ∞, while n/p → δ. We consider the popular class of `q-regularized least squares (LQLS), a.k.a. bridge estimators, given by the optimization problem:
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ورودعنوان ژورنال:
- CoRR
دوره abs/1603.07377 شماره
صفحات -
تاریخ انتشار 2016