Asymptotic Analysis of LASSOs Solution Path with Implications for Approximate Message Passing

23 Sep 2013Ali MousaviArian MalekiRichard G. Baraniuk

This paper concerns the performance of the LASSO (also knows as basis pursuit denoising) for recovering sparse signals from undersampled, randomized, noisy measurements. We consider the recovery of the signal $x_o \in \mathbb{R}^N$ from $n$ random and noisy linear observations $y= Ax_o + w$, where $A$ is the measurement matrix and $w$ is the noise... (read more)

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