Sparse Linear Regression

Sparse Linear Regression:
Sparse Linear Regression: Sequential Convex Relaxation, Robust Restricted Null Space Property, and Variable Selection

arXiv:2411.01237v1 Announce Type: new
Abstract: For high dimensional sparse linear regression problems, we propose a sequential convex relaxation algorithm (iSCRA-TL1) by solving inexactly a sequence of truncated $ell_1$-norm regularized minimization problems, in which the working index sets are co…