ADSIHT

Authors Yanhang Zhang, Zhifan Li, Jianxin Yin, Shixiang Liu, Lingren Kong

Last update 28 November 2025

Copyright license GNU General Public License

Software version identifier 0.1.0, 0.2.0, PACKAGES.rds, 0.2.1

Description

Solving high-dimensional double sparse linear regression via an iterative hard thresholding algorithm. Furthermore, the method is extended to jointly estimate multiple graphical models. For more details, please see <https://www.jmlr.org/papers/v25/23-0653.html> and <doi:10.48550/arXiv.2503.18722>.

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