Sparse Estimation with Math and Python by Joe Suzuki

Author:Joe Suzuki
Language: eng
Format: epub
ISBN: 9789811614385
Publisher: Springer Singapore

can be expressed as a function of .

Since can be expressed by a function of , we write . If we continue this process, then are obtained as a function of . If we substitute them into (4.1), then the problem reduces to the minimization of

(4.4)

w.r.t. . Suppose that we have successfully obtained the optimum solution of (4.4). Then, is obtained from the value of , is obtained from , and so on, to obtain the that minimize (4.1). We postpone solving the equations w.r.t. forward and first solve backward after obtaining the solution . This general strategy is called dynamic programming.

It does not seem to be easy to find a function except for . However, there exist , such that

Download

Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.