Open AccessA lava attack on the recovery of sums of dense and sparse signals
Author(s) -
Victor Chernozhukov,
Christian Hansen,
Yuan Liao
Publication year - 2017
Publication title -
annals of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 5.877
H-Index - 178
eISSN - 2168-8966
pISSN - 0090-5364
DOI - 10.1214/16-aos1434
Subject(s) - estimator , lasso (programming language) , mathematics , lava , ridge , elastic net regularization , gaussian , signal (programming language) , generalization , algorithm , regression , mathematical optimization , computer science , statistics , mathematical analysis , geology , paleontology , physics , volcano , quantum mechanics , seismology , world wide web , programming language