Double fused Lasso penalized LAD for matrix regression
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Publication:2009580
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Cites work
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- A unified approach to error bounds for structured convex optimization problems
- An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
- Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Hankel matrix rank minimization with applications to system identification and realization
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3365044 (Why is no real title available?)
- Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming
- Linearized alternating direction method of multipliers for sparse group and fused Lasso models
- Model Selection and Estimation in Regression with Grouped Variables
- On efficiently solving the subproblems of a level-set method for fused lasso problems
- Regularization and Variable Selection Via the Elastic Net
- Regularized Matrix Regression
- Robinson's implicit function theorem and its extensions
- Sparsity and Smoothness Via the Fused Lasso
- Support union recovery in high-dimensional multivariate regression
- The L₁ penalized LAD estimator for high dimensional linear regression
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
- Understanding the convergence of the alternating direction method of multipliers: theoretical and computational perspectives
- Variational Analysis
Cited in
(9)- Double fused Lasso regularized regression with both matrix and vector valued predictors
- A new double-regularized regression using Liu and Lasso regularization
- Safe feature screening rules for the regularized Huber regression
- High-dimensional least square matrix regression
- The study of robust matrix regression models and algorithms
- The linearized alternating direction method of multipliers for low-rank and fused LASSO matrix regression model
- An extended linearized alternating direction method of multipliers for fused-Lasso penalized linear regression
- Multiple regression for matrix and vector predictors: models, theory, algorithms, and beyond
- An efficient dual ADMM for Huber regression with fused lasso penalty
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