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square-root lasso

4 papers

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Also known as

SQUARE-ROOT LASSO

Co-occurring keywords · papers mentioning both

sparse regression (2) pivotal estimation (1) sup-norm convergence (1) pivotal estimator (1) iteratively reweighted least square (1) global linear convergence (1) data sketching (1) parameter search (1) proximal algorithm (1) correlated measurements (1)

Papers

Fast, blind, and accurate: Tuning-free sparse regression with global linear convergence COLT 2024 Support recovery and sup-norm convergence rates for sparse pivotal estimation AISTATS 2020 Handling correlated and repeated measurements with the smoothed multivariate square-root Lasso NeurIPS 2019 Robust sketching for multiple square-root LASSO problems AISTATS 2015