Abstract:We consider the problem of model selection for high-dimensional linear regressions in the context of support recovery with multiple measurement vectors available. Here, we assume that the regression coefficient vectors have a common support and the elements of the additive noise vector are potentially correlated. Accordingly, to estimate the support, we propose a non-negative Lasso estimator that is based on covariance matching techniques. We provide deterministic conditions under which the support estimate of… Show more
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