Finding Dantzig selectors with a proximity operator based fixed-point algorithm
From MaRDI portal
Publication:1663200
DOI10.1016/j.csda.2015.04.005zbMath1468.62160arXiv1502.05571OpenAlexW2013210666MaRDI QIDQ1663200
Ashley Prater, Bruce W. Suter, Li-Xin Shen
Publication date: 21 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1502.05571
Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Smooth minimization of non-smooth functions
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- An augmented Lagrangian approach for sparse principal component analysis
- Templates for convex cone problems with applications to sparse signal recovery
- Least angle regression. (With discussion)
- An alternating direction method for finding Dantzig selectors
- A first-order primal-dual algorithm for convex problems with applications to imaging
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- High-dimensional graphs and variable selection with the Lasso
- Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector
- A General Framework for a Class of First Order Primal-Dual Algorithms for Convex Optimization in Imaging Science
- A proximity algorithm accelerated by Gauss–Seidel iterations for L1/TV denoising models
- DASSO: Connections Between the Dantzig Selector and Lasso
- Regression Shrinkage and Selection via The Lasso: A Retrospective
- Sparsity and Smoothness Via the Fused Lasso
- The Linearized Alternating Direction Method of Multipliers for Dantzig Selector
- The dantzig selector for censored linear regression models
- Convex analysis and monotone operator theory in Hilbert spaces
This page was built for publication: Finding Dantzig selectors with a proximity operator based fixed-point algorithm