Structured Sparsity through Convex Optimization
نویسندگان
چکیده
منابع مشابه
Structured sparsity through convex optimization
Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the regularization by the l1-norm. In this paper, we consider situations where we are not only interested in sparsity, but where some structural prior knowledge is ...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 2012
ISSN: 0883-4237
DOI: 10.1214/12-sts394