Q5053252 (Q5053252): Difference between revisions

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+Optimization with Sparsity-Inducing Penalties
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+Robust and efficient estimation by minimising a density power divergence
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+Convex analysis and monotone operator theory in Hilbert spaces
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+A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
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+Dynamic Screening: Accelerating First-Order Algorithms for the Lasso and Group-Lasso
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+Convex analysis and nonlinear optimization. Theory and examples
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+Statistics for high-dimensional data. Methods, theory and applications.
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+A first-order primal-dual algorithm for convex problems with applications to imaging
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+Archetypal Analysis
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+Stable Safe Screening and Structured Dictionaries for Faster $\ell _{1}$ Regularization
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+Q5053252
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+Safe Feature Elimination in Sparse Supervised Learning
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+Algorithms for Nonnegative Matrix Factorization with the β-Divergence
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+Nonlinear Hyperspectral Unmixing With Robust Nonnegative Matrix Factorization
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+Q3174157
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+This is SPIRAL-TAP: Sparse Poisson Intensity Reconstruction ALgorithms—Theory and Practice
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+Learning the parts of objects by non-negative matrix factorization
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+Q5149027
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+Gap Safe screening rules for sparsity enforcing penalties
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+Convex Analysis
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+Strong Rules for Discarding Predictors in Lasso-Type Problems
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+A coordinate gradient descent method for nonsmooth separable minimization
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+Safe Triplet Screening for Distance Metric Learning
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+Q2896183
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