The Dantzig selector and generalized thresholding

Abstract—The Dantzig selector is a recently introduced technique for near-optimal estimatation of sparse signals from a limited set of measurements. This paper offers an interpretation of the Dantzig selector as a generalized thresholding operator. This interpretation ties together two seemingly disparate phenomena: the fact that we can estimate sparse signal accurately, and the fact that we can compute this estimation efficiently using a homotopy algorithm.

• Type: Conference
• Year: 2008
• Where: CISS
• Authors: Justin K. Romberg
• Keywords: CISS 2008, Dantzig Selector, Generalized Thresholding Operator, Information Management, Sparse Signal