A new regularization for sparse optimization
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Cites work
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- A unified approach to model selection and sparse recovery using regularized least squares
- Clarke Subgradients of Stratifiable Functions
- Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
- First-order methods in optimization
- Nearly unbiased variable selection under minimax concave penalty
- On $l_q$ Optimization and Matrix Completion
- SparseNet: coordinate descent with nonconvex penalties
- Stable recovery of sparse overcomplete representations in the presence of noise
- The field of reals with multisummable series and the exponential function.
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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