Weighted LASSO for Sparse Recovery With Statistical Prior Support Information

@article{Lian2018WeightedLF,
  title={Weighted LASSO for Sparse Recovery With Statistical Prior Support Information},
  author={Lixiang Lian and An Liu and Vincent K. N. Lau},
  journal={IEEE Transactions on Signal Processing},
  year={2018},
  volume={66},
  pages={1607-1618}
}
Compressive sensing is used to recover a sparse signal from linear measurements. Without any prior support information (PSI), least absolute shrinkage and selection operator (LASSO) is a useful method for sparse recovery. In some settings, a statistical prior about the support of the sparse signal may be provided. It is critical to optimally incorporate such statistical PSI to enhance the recovery performance. We propose a weighted LASSO algorithm to fully exploit the statistical PSI and… CONTINUE READING

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