Linearized alternating direction method of multipliers for sparse group and fused Lasso models

DOI10.1016/j.csda.2014.05.017zbMath1506.62112OpenAlexW2069055731MaRDI QIDQ1623671

Lili Mo, Xinxin Li, Zhang, Jianzhong, Xiao-Ming Yuan

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.05.017

zbMATH Keywords

convex optimizationlinear regressionvariable selectionalternating direction method of multipliersleast absolute shrinkage and selection operator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Numerical mathematical programming methods (65K05) Convex programming (90C25)

Related Items (16)

Linearized symmetric multi-block ADMM with indefinite proximal regularization and optimal proximal parameter ⋮ A Proximal Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming with Applications to Imaging ⋮ Alternating direction method of multipliers for nonconvex fused regression problems ⋮ Spectra in low‐rank localized layers (SpeLLL) for interpretable time–frequency analysis ⋮ The linearized alternating direction method of multipliers for sparse group LAD model ⋮ An extended linearized alternating direction method of multipliers for fused-Lasso penalized linear regression ⋮ Detection of similar successive groups in a model with diverging number of variable groups ⋮ Fused Lasso penalized least absolute deviation estimator for high dimensional linear regression ⋮ Double fused Lasso penalized LAD for matrix regression ⋮ Double fused Lasso regularized regression with both matrix and vector valued predictors ⋮ Sparse group fused Lasso for model segmentation: a hybrid approach ⋮ Sparse principal component regression via singular value decomposition approach ⋮ Asymptotic theory of the adaptive sparse group Lasso ⋮ Generalized ADMM with optimal indefinite proximal term for linearly constrained convex optimization ⋮ LINEARIZED ALTERNATING DIRECTION METHOD OF MULTIPLIERS FOR SEPARABLE CONVEX OPTIMIZATION OF REAL FUNCTIONS IN COMPLEX DOMAIN ⋮ The linearized alternating direction method of multipliers for low-rank and fused LASSO matrix regression model

Uses Software

• CVX
• SQOPT
• SLEP
• C-HiLasso

Cites Work

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