A Dynamic Approach to Sparse Recovery

来源 :第八届中国R语言会议(南昌) | 被引量 : 0次 | 上传用户:efanest
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  In this talk we aim to solve an open problem raised by Jianqing Fan et al.in 2001,where convex l1-regularization(LASSO)causes bias in linear regression and nonconvex regularization is thus introduced for debias which however suffers from NP-hardness in finding global optimizers.
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