Converting ADMM to a proximal gradient for efficient sparse estimation
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Publication:2103289
DOI10.1007/s42081-022-00150-6zbMath1499.65228arXiv2104.10911OpenAlexW3215005297MaRDI QIDQ2103289
Publication date: 13 December 2022
Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.10911
Ridge regression; shrinkage estimators (Lasso) (62J07) Numerical mathematical programming methods (65K05) Convex programming (90C25)
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