We consider the estimation of a sparse parameter vector from measurements corrupted by white Gaussian noise. Our focus is on unbiased estimation as a setting under which the difï¬...
Alexander Jung, Zvika Ben-Haim, Franz Hlawatsch, Y...
Abstract. A well-known result by Stein shows that regularized estimators with small bias often yield better estimates than unbiased estimators. In this paper, we adapt this spirit ...