Simultaneous Signal Subspace Rank and Model Selection with an Application to Single-snapshot Source Localization

19 Jun 2018Muhammad Naveed TabassumEsa Ollila

This paper proposes a novel method for model selection in linear regression by utilizing the solution path of $\ell_1$ regularized least-squares (LS) approach (i.e., Lasso). This method applies the complex-valued least angle regression and shrinkage (c-LARS) algorithm coupled with a generalized information criterion (GIC) and referred to as the c-LARS-GIC method... (read more)

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