Group sparse structural smoothing recovery: model, statistical properties and algorithm
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Cites work
- <formula formulatype="inline"><tex Notation="TeX">$L_{1/2}$</tex> </formula> Regularization: Convergence of Iterative Half Thresholding Algorithm
- A fast unified algorithm for solving group-lasso penalize learning problems
- Accelerated gradient methods for sparse statistical learning with nonconvex penalties
- An inertial proximal partially symmetric ADMM-based algorithm for linearly constrained multi-block nonconvex optimization problems with applications
- Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems
- Global convergence of ADMM in nonconvex nonsmooth optimization
- Group sparse optimization via \(\ell_{p,q}\) regularization
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Iterative Alpha Expansion for Estimating Gradient-Sparse Signals from Linear Measurements
- Lower bound theory of nonzero entries in solutions of _2-_p minimization
- Model Selection and Estimation in Regression with Grouped Variables
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression
- Nonlinear total variation based noise removal algorithms
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Oracle inequalities and optimal inference under group sparsity
- Pathwise coordinate optimization
- Properties and refinements of the fused Lasso
- Recovery of sparsest signals via \(\ell^q \)-minimization
- Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
- Solving constrained nonsmooth group sparse optimization via group Capped-\(\ell_1\) relaxation and group smoothing proximal gradient algorithm
- Sparse and smooth signal estimation: convexification of \(\ell_0\)-formulations
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression
- Sparsity and Smoothness Via the Fused Lasso
- Spatial smoothing and hot spot detection for CGH data using the fused lasso
- Square-root lasso: pivotal recovery of sparse signals via conic programming
- The \(\ell_{2,q}\) regularized group sparse optimization: lower bound theory, recovery bound and algorithms
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