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A Note on the SPICE Method
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0003-0355-2663
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-9368-3079
2013 (English)In: IEEE Transactions on Signal Processing, ISSN 1053-587X, E-ISSN 1941-0476, Vol. 61, no 18, 4545-4551 p.Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
2013. Vol. 61, no 18, 4545-4551 p.
Keyword [en]
Irregular sampling, sparse parameter estimation, spectral analysis
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-129619DOI: 10.1109/TSP.2013.2272291ISI: 000324340300013Scopus ID: 2-s2.0-84883304551OAI: oai:DiVA.org:kth-129619DiVA: diva2:653265
Funder
EU, European Research Council, 267381Swedish Research Council, 621-2009-4017 621-2010-5819 621-2011-5890
Note

QC 20131003

Available from: 2013-10-03 Created: 2013-10-03 Last updated: 2017-12-06Bibliographically approved

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Rojas, Cristian R.Hjalmarsson, Håkan

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Rojas, Cristian R.Katselis, DimitriosHjalmarsson, Håkan
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