A note on the SPICE method

Cristian R. Rojas, Dimitrios Katselis, Hakan Hjalmarsson

Research output: Contribution to journalArticlepeer-review

Abstract

In this article, we analyze the SPICE method developed in , and establish its connections with other standard sparse estimation methods such as the Lasso and the LAD-Lasso. This result positions SPICE as a computationally efficient technique for the calculation of Lasso-type estimators. Conversely, this connection is very useful for establishing the asymptotic properties of SPICE under several problem scenarios and for suggesting suitable modifications in cases where the naive version of SPICE would not work.

Original languageEnglish (US)
Article number6553252
Pages (from-to)4545-4551
Number of pages7
JournalIEEE Transactions on Signal Processing
Volume61
Issue number18
DOIs
StatePublished - 2013
Externally publishedYes

Keywords

  • Irregular sampling
  • sparse parameter estimation
  • spectral analysis

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

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