L 1/2 regularization
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(65)- A joint matrix minimization approach for multi-image face recognition
- Smoothed \(L_{1/2}\) regularizer learning for split-complex valued neuro-fuzzy algorithm for TSK system and its convergence results
- Affine matrix rank minimization problem via non-convex fraction function penalty
- Optimization methods for regularization-based ill-posed problems: a survey and a multi-objective framework
- A new piecewise quadratic approximation approach for \(L_0\) norm minimization problem
- A truncation algorithm for minimizing the Frobenius-Schatten norm to find a sparse matrix
- A preconditioning approach for improved estimation of sparse polynomial chaos expansions
- A robust graph-based semi-supervised sparse feature selection method
- Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings
- The nonconvex tensor robust principal component analysis approximation model via the weighted _p-norm regularization
- Deterministic convergence analysis via smoothing group Lasso regularization and adaptive momentum for Sigma-Pi-Sigma neural network
- Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty
- Sparse minimax portfolio and Sharpe ratio models
- Manifold optimization-based analysis dictionary learning with an \(\ell_{1/2}\)-norm regularizer
- Smoothing inertial projection neural network for minimization \(L_{p-q}\) in sparse signal reconstruction
- A generalized bridge regression in fuzzy environment and its numerical solution by a capable recurrent neural network
- Penalized empirical likelihood for partially linear errors-in-variables models
- Two-stage image segmentation based on nonconvex \(\ell_2-\ell_p\) approximation and thresholding
- Sparsity reconstruction using nonconvex TGpV-shearlet regularization and constrained projection
- Projective robust nonnegative factorization
- Bayesian bridge-randomized penalized quantile regression
- A non-convex tensor rank approximation for tensor completion
- Remote sensing images destriping using unidirectional hybrid total variation and nonconvex low-rank regularization
- An adaptive algorithm for TV-based model of three norms \(L_q\) \((q = \frac{1}{2}, 1, 2)\) in image restoration
- A simple Gaussian measurement bound for exact recovery of block-sparse signals
- Novel harmonic regularization approach for variable selection in Cox's proportional hazards model
- Robust sparse principal component analysis
- An interior point method for \(L_{1 / 2}\)-SVM and application to feature selection in classification
- Entropy function-based algorithms for solving a class of nonconvex minimization problems
- Convergence and stability analysis of the half thresholding based few-view CT reconstruction
- Sparse signal recovery by accelerated \(\ell_q\) \((0<q<1)\) thresholding algorithm
- Bayesian bridge regression
- Model selection with distributed SCAD penalty
- Bayesian reciprocal LASSO quantile regression
- Bayesian tobit quantile regression with penalty
- Bayesian bridge quantile regression
- Nonlinear subspace clustering using non-convex Schatten-p norm regularization
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
- A modified greedy analysis pursuit algorithm for the cosparse analysis model
- Non-convex \(\ell_p\) regularization for sparse reconstruction of electrical impedance tomography
- Non-convex and convex coupling image segmentation via TGpV regularization and thresholding
- \(\alpha\ell_1-\beta\ell_2\) regularization for sparse recovery
- Sparse Bayesian linear regression using generalized normal priors
- Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection
- The reciprocal Bayesian bridge for left-censored data
- Hierarchical feature selection with multi-granularity clustering structure
- Smoothing inertial neurodynamic approach for sparse signal reconstruction via \(L_p\)-norm minimization
- Sparse and risk diversification portfolio selection
- A Regularized Newton Method for \({\boldsymbol{\ell}}_{q}\) -Norm Composite Optimization Problems
- A reduced half thresholding algorithm
- Identifying stochastic governing equations from data of the most probable transition trajectories
- A novel stochastic configuration network with iterative learning using privileged information and its application
- Symbolic regression via neural networks
- _1 - _2 sparsity regularization for nonlinear ill-posed problems
- Sparse parameter identification for stochastic systems based on L_ regularization
- Non-Lipschitz attack: a more sparse adversarial attack via non-Lipschitz _p regularization
- A sparsity-driven solution method for the cardinality constrained mean-variance portfolio selection problem
- Super-resolution inversion of non-stationary seismic traces
- A novel Bayesian computational approach for bridge-randomized quantile regression in high dimensional models
- Bayesian relative composite quantile regression with ordinal longitudinal data and some case studies
- Fast algorithms for non-convex tensor completion problems
- On a globally convergent semismooth^* Newton method in nonsmooth nonconvex optimization
- Accelerated preconditioning half thresholding algorithms for \(L_{1/2}\) regularization
- Accelerated nonnegative proximal gradient algorithm for sparse linear complementarity problem
- Convergence of the reweighted \(\ell_1\) minimization algorithm for \(\ell_2-\ell_p\) minimization
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