Answers are grounded in this paper and cite their sources.
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.
No takes yet. Share an insight, caveat, or question.
Rojas et al. (2013) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: