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math.ST2020★ 5 cited
Precise Error Analysis of the LASSO under Correlated Designs
Ayed M. Alrashdi, Houssem Sifaou, Abla Kammoun +2
In this paper, we consider the problem of recovering a sparse signal from noisy linear measurements using the so called LASSO formulation. We assume a correlated Gaussian design ma…
cs.LG2020
High-Dimensional Quadratic Discriminant Analysis under Spiked Covariance Model
Houssem Sifaou, Abla Kammoun, Mohamed-Slim Alouini
Quadratic discriminant analysis (QDA) is a widely used classification technique that generalizes the linear discriminant analysis (LDA) classifier to the case of distinct covarianc…