The linearized alternating direction method of multipliers for sparse group LAD model

DOI10.1007/s11590-017-1180-3zbMath1435.62276OpenAlexW2752360672MaRDI QIDQ2421443

Huifang Wang, Lingchen Kong, Jiyuan Tao

Publication date: 17 June 2019

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-017-1180-3

zbMATH Keywords

high dimensional linear regressionlinearized alternating direction method of multipliersnear oracle propertysparse group LAD model

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (3)

Penalized and constrained LAD estimation in fixed and high dimension ⋮ Safe feature screening rules for the regularized Huber regression ⋮ A hybrid Bregman alternating direction method of multipliers for the linearly constrained difference-of-convex problems

Cites Work

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• The \(L_1\) penalized LAD estimator for high dimensional linear regression
• Linearized alternating direction method of multipliers for sparse group and fused Lasso models
• Decoding by Linear Programming
• Shifting Inequality and Recovery of Sparse Signals
• Model Selection and Estimation in Regression with Grouped Variables

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