A Note on the SPICE Method
A Note on the SPICE Method
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DOI：
10.1109/tsp.2013.2272291
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发表时间：
2013-09-01
影响因子：
5.4
通讯作者：
Hjalmarsson, Hakan
中科院分区：
文献类型：
--
作者：
Rojas, Cristian R.;Katselis, Dimitrios;Hjalmarsson, Hakan
在本文中，我们分析了[1]中开发的SPICE方法，并建立了它与其他标准稀疏估计方法（例如Lasso和LAD-Lasso）的联系。这一结果的位置SPICE作为一个计算效率高的技术计算的拉索型估计。相反，这种连接是非常有用的建立渐近性质的SPICE在几个问题的情况下，并建议适当的修改的情况下，天真的版本的SPICE不会工作。
In this article, we analyze the SPICE method developed in [1], and establish its connections with other standard sparse estimation methods such as the Lasso and the LAD-Lasso. This result positions SPICE as a computationally efficient technique for the calculation of Lasso-type estimators. Conversely, this connection is very useful for establishing the asymptotic properties of SPICE under several problem scenarios and for suggesting suitable modifications in cases where the naive version of SPICE would not work.