Conceptquadratic thresholding
Quadratic thresholding
An algorithm that uses second-order statistics to detect the support of a signal, robust to sparse noise structure, and commonly used for support recovery in sparse spiked problems.
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Oct 19
The paper extends the analysis to sub-Gaussian spike priors through two approaches, diagonal thresholding and quadratic thresholding, showing that the basic mechanism of support identification still holds under more general spike distributions.
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