Convex vs nonconvex approaches for sparse estimation: Lasso, Multiple Kernel Learning and Hyperparameter Lasso

Aleksandr Y. Aravkin, James V. Burke, Alessandro Chiuso, Gianluigi Pillonetto. Convex vs nonconvex approaches for sparse estimation: Lasso, Multiple Kernel Learning and Hyperparameter Lasso. In Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011, Orlando, FL, USA, December 12-15, 2011. pages 156-161, IEEE, 2011. [doi]

Abstract

Abstract is missing.