Precise Error Analysis of Regularized <inline-formula> <tex-math notation="LaTeX">$M$ </tex-math> </inline-formula>-Estimators in High Dimensions
نویسندگان
چکیده
منابع مشابه
Precise Error Analysis of Regularized M-estimators in High-dimensions
A popular approach for estimating an unknown signal x0 ∈ R from noisy, linear measurements y = Ax0 +z ∈ R is via solving a so called regularized M-estimator: x̂ := arg minx L(y−Ax)+λf(x). Here, L is a convex loss function, f is a convex (typically, non-smooth) regularizer, and, λ > 0 is a regularizer parameter. We analyze the squared error performance ‖x̂ − x0‖2 of such estimators in the high-dim...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2018
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2018.2840720