O. (Oleksandr) Melnyk

Fast, blind, and accurate: Tuning-free sparse regression with global linear convergence.

2024 · PuSH - Publication Server of Helmholtz Zentrum München

Many algorithms for high-dimensional regression problems require the calibration of regularization hyperparameters. This, in turn, often requires the knowledge of the unknown noise variance in order to produce meaningful solutions. Recent works show, however, that …