Consistent Parameter Estimation for LASSO and Approximate Message Passing

Ali Mousavi, Arian Maleki, Richard G. Baraniuk

We consider the problem of recovering a vector ${\beta }_o\in {\mathbb{R}}^p$ from $n$ random and noisy linear observations $y=X{\beta }_o+w$, where $X$ is the measurement matrix and $w$ is no…