Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression (Q6554253)
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scientific article; zbMATH DE number 7864001
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| English | Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression |
scientific article; zbMATH DE number 7864001 |
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Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression (English)
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12 June 2024
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fused LASSO
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multi-block ADMM
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oracle properties
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quantile regression
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0.783007025718689
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0.7596486210823059
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0.7573704719543457
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