Estimating the Penalty Level of $\ell_{1}$-minimization via Two Gaussian Approximation Methods

18 Feb 2020 Xie Fang

In this paper, we aim to give a theoretical approximation for the penalty level of $\ell_{1}$-regularization problems. This can save much time in practice compared with the traditional methods, such as cross-validation... (read more)

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  • STATISTICS THEORY
  • STATISTICS THEORY