A Note on the SPICE Method
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
In this article, we analyze the SPICE method developed in , 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.
Irregular sampling, sparse parameter estimation, spectral analysis
Electrical Engineering, Electronic Engineering, Information Engineering
IdentifiersURN: urn:nbn:se:kth:diva-129619DOI: 10.1109/TSP.2013.2272291ISI: 000324340300013ScopusID: 2-s2.0-84883304551OAI: oai:DiVA.org:kth-129619DiVA: diva2:653265
FunderEU, European Research Council, 267381Swedish Research Council, 621-2009-4017 621-2010-5819 621-2011-5890
QC 201310032013-10-032013-10-032013-10-03Bibliographically approved