Generalized LASSO with under-determined regularization matrices
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- 作者：Junbo Duana ; junbo.duan@mail.xjtu.edu.cn" class="auth_mail" title="E-mail the corresponding author ; Charles Soussenb ; charles.soussen@univ-lorraine.fr" class="auth_mail" title="E-mail the corresponding author ; David Brieb ; david.brie@univ-lorraine.fr" class="auth_mail" title="E-mail the corresponding author ; Jé ; rô ; me Idierc ; jerome.idier@irccyn.ec-nantes.fr" class="auth_mail" title="E-mail the corresponding author ; Mingxi Wana ; mxwan@mail.xjtu.edu.cn" class="auth_mail" title="E-mail the corresponding author ; Yu-Ping Wangd ; wyp@tulane.edu" class="auth_mail" title="E-mail the corresponding author
- 关键词：LASSO ; Generalized LASSO ; Robust LASSO ; Deconvolution ; Solution path ; Diagonally dominant ; Total variation
- 刊名：Signal Processing
- 出版年：2016
- 出版时间：October 2016
- 年：2016
- 卷：127
- 期：Complete
- 页码：239-246
- 全文大小：468 K
文摘
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A theoretical study is conducted on the generalized LASSO.
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A condition is derived to guarantee the equivalence between the generalized LASSO and LASSO.
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An upper bound is given on the complexity of the LARS algorithm.
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A closed-form solution of the generalized LASSO is derived for several cases.