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arXiv 1406.7698math.STstat.TH
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加权SPICE:一种无超参数稀疏估计的统一方法

Weighted SPICE: A Unifying Approach for Hyperparameter-Free Sparse Estimation

Petre Stoica, Dave Zachariah, Jian Li

摘要:

在本文中,我们提出了稀疏参数估计的SPICE方法的框架,它与其他超参数的方法,即LIKES,SLIM和IAA统一。具体而言,我们将展示如何后者的方法可以被解释为自适应重新加权SPICE方法的变体。此外,我们建立了SPICE和l1-惩罚LAD估计以及平方根LASSO方法之间的联系。我们评估上述四种方法在一个通用的稀疏回归问题和阵列处理应用程序。

英文摘要:

In this paper we present the SPICE approach for sparse parameter estimation in a framework that unifies it with other hyperparameter-free methods, namely LIKES, SLIM and IAA. Specifically, we show how the latter methods can be interpreted as variants of an adaptively reweighted SPICE method. Furthermore, we establish a connection between SPICE and the l1-penalized LAD estimator as well as the square-root LASSO method. We evaluate the four methods mentioned above in a generic sparse regression problem and in an array processing application.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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