Fast Algorithms for LS and LAD-Collaborative Regression

DOI10.1142/S0217595922500014MaRDI QIDQ5888372zbMATH OpenOpenAlexFDO

Authors

Publication date 25 April 2023

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0217595922500014

zbMATH Keywords

alternating direction method of multiplierscollaborative regressionduality theoryleast absolute deviationstatistical interpretationsymmetric Gauss-Seidel

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites work

• An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
• Asymptotic analysis of high-dimensional LAD regression with Lasso smoother
• Asymptotic Analysis of Robust LASSOs in the Presence of Noise With Large Variance
• Cascaded Collaborative Regression for Robust Facial Landmark Detection Trained Using a Mixture of Synthetic and Real Images With Dynamic Weighting
• Convex Analysis
• Directions in robust statistics and diagnostics. Part II. Proceedings of the IMA 1989 summer program 'Robustness, diagnostics, computing and graphics in statistics', Minneapolis, MN (USA)
• Extensions of sparse canonical correlation analysis with applications to genomic data
• First-order methods in optimization
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming
• Optimization and nonsmooth analysis
• Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries
• The L₁ penalized LAD estimator for high dimensional linear regression

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Uses Software

• PMA

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