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@inproceedings{748284, author = {Veselý, Vítězslav}, address = {Vienna, Austria}, booktitle = {Strobl07 Trends in Harmonic Analysis, June 18-22, 2007}, keywords = {approximation; Basis Pursuit; sparsity; ROC estimators; smoothing; forecasting; ARMA models; air pollution}, language = {eng}, location = {Vienna, Austria}, pages = {34-35}, publisher = {University of Vienna}, title = {Four-step Basis Pursuit with Applications}, url = {http://www.math.muni.cz/~vesely/papers/Strobl07/strobl07prn.pdf}, year = {2007} }
TY - JOUR ID - 748284 AU - Veselý, Vítězslav PY - 2007 TI - Four-step Basis Pursuit with Applications PB - University of Vienna CY - Vienna, Austria KW - approximation KW - Basis Pursuit KW - sparsity KW - ROC estimators KW - smoothing KW - forecasting KW - ARMA models KW - air pollution UR - http://www.math.muni.cz/~vesely/papers/Strobl07/strobl07prn.pdf N2 - A computationally intensive sparse parameter estimation technique based on a four-step modification of the Basis Pursuit Algorithm is presented (BPA4). In addition to some minimal theoretical background the contribution demonstrates performance and flexibility of BPA4 on four problems coming from completely diverse application fields: kernel approximation and smoothing, improved time series forecasting within an overcomplete stochastic frame of type ARMA, analysis of air pollution by suspended particulate matter and ROC curve estimation. This new computationally intensive approach allowed us to reliably identify nearly zero parameters in the respective model and thus to find numerically stable sparse parameter estimates. ER -
VESELÝ, Vítězslav. Four-step Basis Pursuit with Applications. In \textit{Strobl07 Trends in Harmonic Analysis, June 18-22, 2007}. Vienna, Austria: University of Vienna, 2007, p.~34-35.
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