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Uncertainty quantification for sparse Fourier recovery

Hoppe, Frederik et al.
arXiv (All) · Papers
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information-theorystatistics-theory
One of the most prominent methods for uncertainty quantification in high-dimen-sional statistics is the desparsified LASSO that relies on unconstrained $\ell_1$-minimization. The majority of initial works focused on real (sub-)Gaussian designs. However, in many applications, such as magnetic resonan
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