Sparse Density Estimation with Measurement Errors

14 Nov 2019Xiaowei YangHuiming ZhangHaoyu WeiShouzheng Zhang

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized minimal $\ell_2$-distance method for sparse coefficients estimation, where the adaptive weights come from sharp concentration inequalities... (read more)

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