Sparse Density Estimation with Measurement Errors

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)

Results in Papers With Code
(↓ scroll down to see all results)