scholarly journals Sparse recovery with coherent tight frames via analysis Dantzig selector and analysis LASSO

2014 ◽  
Vol 37 (1) ◽  
pp. 126-139 ◽  
Author(s):  
Junhong Lin ◽  
Song Li
2014 ◽  
Vol 2014 ◽  
pp. 1-7
Author(s):  
Shiqing Wang ◽  
Yan Shi ◽  
Limin Su

Regularity conditions play a pivotal role for sparse recovery in high-dimensional regression. In this paper, we present a weaker regularity condition and further discuss the relationships with other regularity conditions, such as restricted eigenvalue condition. We study the behavior of our new condition for design matrices with independent random columns uniformly drawn on the unit sphere. Moreover, the present paper shows that, under a sparsity scenario, the Lasso estimator and Dantzig selector exhibit similar behavior. Based on both methods, we derive, in parallel, more precise bounds for the estimation loss and the prediction risk in the linear regression model when the number of variables can be much larger than the sample size.


2019 ◽  
Vol 12 (07) ◽  
pp. 2050143
Author(s):  
Chol-Guk Choe ◽  
Myong-Gil Rim ◽  
Ji-Song Ryang

This paper considers recovery of signals that are sparse or approximately sparse in terms of a general frame from undersampled data corrupted with additive noise. We show that the properly constrained [Formula: see text]-analysis, called general-dual-based analysis Dantzig selector, stably recovers a signal which is nearly sparse in terms of a general dual frame provided that the measurement matrix satisfies a restricted isometry property adapted to the general frame. As a special case, we consider the Gaussian noise.


Author(s):  
Li ZENG ◽  
Xiongwei ZHANG ◽  
Liang CHEN ◽  
Weiwei YANG
Keyword(s):  

2021 ◽  
pp. 1-1
Author(s):  
Baifu Zheng ◽  
Cao Zeng ◽  
Shidong Li ◽  
Guisheng Liao
Keyword(s):  

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