Max-Linear Regression by Convex Programming

Seonho Kim, Sohail Bahmani, Kiryung Lee

We consider the multivariate max-linear regression problem where the model parameters ${\hat{\mathbf{I}}}_1^2,\dots ,{\hat{\mathbf{I}}}_k^2\in {\mathbb{R}}^p$ need to be estimated from $n$ in…