Double fused Lasso regularized regression with both matrix and vector valued predictors

DOI10.1214/21-EJS1829zbMath1471.62278OpenAlexW3158858861MaRDI QIDQ2044365

Lingchen Kong, Mei Li, Zhihua Su

Publication date: 9 August 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/21-ejs1829

zbMATH Keywords

Lassorisk boundsGS-ADMMmatrix-variate regressionQ-linear rate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12) Convex programming (90C25)

Related Items (1)

A framework of regularized low-rank matrix models for regression and classification

Uses Software

• SLEP

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
• Statistics for high-dimensional data. Methods, theory and applications.
• Estimation of high-dimensional low-rank matrices
• Estimation of (near) low-rank matrices with noise and high-dimensional scaling
• Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
• Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression
• Logistic regression. A self-learning text. With contributions by Erica Rihl Pryor.
• Efficient methods for estimating constrained parameters with applications to regularized (Lasso) logistic regression
• A dual algorithm for the solution of nonlinear variational problems via finite element approximation
• Linearized alternating direction method of multipliers for sparse group and fused Lasso models
• A unified approach to error bounds for structured convex optimization problems
• Rank penalized estimators for high-dimensional matrices
• On the convergence of the block nonlinear Gauss-Seidel method under convex constraints
• Robust low-rank matrix estimation
• A simple and efficient algorithm for fused lasso signal approximator with convex loss function
• Generalized high-dimensional trace regression via nuclear norm regularization
• On the adaptive elastic net with a diverging number of parameters
• Support union recovery in high-dimensional multivariate regression
• Adaptive robust variable selection
• Pathwise coordinate optimization
• Multiplier and gradient methods
• Hankel Matrix Rank Minimization with Applications to System Identification and Realization
• Robust 1-bit Compressed Sensing and Sparse Logistic Regression: A Convex Programming Approach
• A Singular Value Thresholding Algorithm for Matrix Completion
• Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure
• Implicit Functions and Solution Mappings
• Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
• The Group Lasso for Logistic Regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable Selection in Sparse Regression with Quadratic Measurements
• On Efficiently Solving the Subproblems of a Level-Set Method for Fused Lasso Problems
• Sparsity and Smoothness Via the Fused Lasso
• Adaptive gauss-seidel method for linear systems
• Safe Feature Elimination in Sparse Supervised Learning
• Regularized Matrix Regression
• Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming
• Regularization and Variable Selection Via the Elastic Net
• Greedy Sparsity-Constrained Optimization
• Proximité et dualité dans un espace hilbertien
• Monotone Iterations for Nonlinear Equations with Application to Gauss-Seidel Methods
• Convex Analysis
• The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent

This page was built for publication: Double fused Lasso regularized regression with both matrix and vector valued predictors