Local Convergence of an AMP Variant to the LASSO Solution in Finite Dimensions
Local Convergence of an AMP Variant to the LASSO Solution in Finite Dimensions
A common sparse linear regression formulation is <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">$\ell_{1}$</tex> regularized least squares, which is also known as least absolute shrinkage and selection operator (LASSO). Approximate message passing (AMP) has been proved to asymptotically achieve the LASSO solution when the regression matrix has independent and identically distributed (i.i.d.) Gaussian entries …