liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Linear regression with a sparse parameter vector
Royal Institute of Technology.ORCID iD: 0000-0002-7599-4367
Uppsala University.
2007 (English)In: IEEE Transactions on Signal Processing, ISSN 1053-587X, E-ISSN 1941-0476, Vol. 55, p. 451-460Article in journal (Refereed) Published
Abstract [en]

We consider linear regression under a model where the parameter vector is known to be sparse. Using a Bayesian framework, we derive the minimum mean-square error (MMSE) estimate of the parameter vector and a computationally efficient approximation of it. We also derive an empirical-Bayesian version of the estimator, which does not need any a priori information, nor does it need the selection of any user parameters. As a byproduct, we obtain a powerful model ("basis") selection tool for sparse models. The performance and robustness of our new estimators are illustrated via numerical examples.

Place, publisher, year, edition, pages
2007. Vol. 55, p. 451-460
National Category
Engineering and Technology
Identifiers
URN: urn:nbn:se:liu:diva-42480DOI: 10.1109/TSP.2006.887109Local ID: 64959OAI: oai:DiVA.org:liu-42480DiVA, id: diva2:263337
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2017-12-13Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textLinear Regression With a Sparse Parameter Vector

Authority records BETA

Larsson, Erik

Search in DiVA

By author/editor
Larsson, Erik
In the same journal
IEEE Transactions on Signal Processing
Engineering and Technology

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 228 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf