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arXiv · 1406.7698

Weighted SPICE: A Unifying Approach for Hyperparameter-Free Sparse Estimation

Petre Stoica·Dave Zachariah·Jian Li
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Abstract

In this paper we present the SPICE approach for sparse parameter estimation in a framework that unifies it with other hyperparameter-free methods, namely LIKES, SLIM and IAA. Specifically, we show how the latter methods can be interpreted as variants of an adaptively reweighted SPICE method. Furthermore, we establish a connection between SPICE and the l1-penalized LAD estimator as well as the square-root LASSO method. We evaluate the four methods mentioned above in a generic sparse regression problem and in an array processing application.

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Petre Stoica, Dave Zachariah, Jian Li. 2014-06-30. Weighted SPICE: A Unifying Approach for Hyperparameter-Free Sparse Estimation. https://doi.org/10.1016/j.dsp.2014.06.010

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