Penalized and Constrained Optimization: An Application to High-Dimensional Website Advertising
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Cites work
- A block coordinate descent method for regularized multiconvex optimization with applications to nonnegative tensor factorization and completion
- A brief survey of modern optimization for statisticians
- Algorithms for Fitting the Constrained Lasso
- Bundle methods for regularized risk minimization
- Coordinate descent algorithms for lasso penalized regression
- DASSO: Connections Between the Dantzig Selector and Lasso
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Functional linear regression that's interpretable
- scientific article; zbMATH DE number 756188 (Why is no real title available?)
- scientific article; zbMATH DE number 757677 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Least angle regression. (With discussion)
- Pathwise coordinate optimization
- Sparse regression with exact clustering
- Sparsity and Smoothness Via the Fused Lasso
- The solution path of the generalized lasso
- Vast portfolio selection with gross-exposure constraints
Cited in
(19)- Asynchronous parallel primal-dual block coordinate update methods for affinely constrained convex programs
- Accelerated primal-dual proximal block coordinate updating methods for constrained convex optimization
- A cost-sensitive constrained Lasso
- Penalized and constrained LAD estimation in fixed and high dimension
- On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming
- A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games
- A linearly convergent majorized ADMM with indefinite proximal terms for convex composite programming and its applications
- Multi-layer sparse coding: the holistic way
- A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection
- A large-scale constrained joint modeling approach for predicting user activity, engagement, and churn with application to freemium mobile games
- Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model
- Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks
- Statistical inference of partially linear spatial autoregressive model under constraint conditions
- Estimation and inference of high-dimensional partially linear spatial autoregressive models with linear constraints
- Proximal MCMC for Bayesian Inference of Constrained and Regularized Estimation
- Convergence rate of inexact augmented Lagrangian method with practical relative error criterion for composite convex programming
- A Fast Solution to the Lasso Problem with Equality Constraints
- Constrained least squares simplicial-simplicial regression
- On fair Lasso regression
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