function [x_hat, threshold] = debiased_LASSO(A, y_noise, P_fa, noise_sigma_2) sz = size(A); N = sz(2); LASSO_lambda = 2; gamma = sz(1) / sz(2); cvx_begin quiet variable x_LASSO(N) complex minimize(LASSO_lambda * norm(x_LASSO, 1) + norm(y_noise - A * x_LASSO, 2)) cvx_end rho_active = sum(abs(x_LASSO) > 1e-3)/N; Q_hat = (gamma - rho_active)/(1 - rho_active); Rho = sum((abs(x_LASSO) > 1e-3).* (2 - LASSO_lambda./(Q_hat*abs(x_LASSO) + LASSO_lambda))) / 2 / N; diff = 1; while(diff > 1e-4) Rho_pre = Rho; Rho = sum((abs(x_LASSO) > 1e-3).* (2 - LASSO_lambda./((gamma-Rho)/(1-Rho)*abs(x_LASSO) + LASSO_lambda))) / 2 / N; diff = abs(Rho - Rho_pre); end Q_hat = (gamma-Rho)/(1-Rho); x_d_CROD = x_LASSO + A'*(y_noise - A*x_LASSO)/Q_hat; x_hat = x_d_CROD; RSS = 1/sz(2) * norm(y_noise - A*x_LASSO, 2) ^ 2; sigma_w_2 = (gamma * (1 - gamma)) / ((gamma - Rho)^2) * RSS + noise_sigma_2; threshold = -sigma_w_2 * log(P_fa); end