scientific article; zbMATH DE number 6982301
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Publication:4558147
zbMATH Open1444.62091arXiv1701.05128MaRDI QIDQ4558147FDOQ4558147
Authors: Jian Huang, Xiliang Lu, Yu Ling Jiao, Yanyan Liu 
Publication date: 21 November 2018
Full work available at URL: https://arxiv.org/abs/1701.05128
Title of this publication is not available (Why is that?)
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Cites Work
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- High-dimensional graphs and variable selection with the Lasso
- Best subset selection via a modern optimization lens
- Analysis of multi-stage convex relaxation for sparse regularization
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- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Variable selection using MM algorithms
- Adaptive Lasso for sparse high-dimensional regression models
- Gradient methods for minimizing composite functions
- Matching pursuits with time-frequency dictionaries
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- The sparsity and bias of the LASSO selection in high-dimensional linear regression
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- Nonconcave penalized likelihood with a diverging number of parameters.
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- A new approach to variable selection in least squares problems
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Cited In (33)
- Newton method for \(\ell_0\)-regularized optimization
- Subset selection in network-linked data
- An attention algorithm for solving large scale structured \(l_0\)-norm penalty estimation problems
- Fitting sparse linear models under the sufficient and necessary condition for model identification
- Fast best subset selection: coordinate descent and local combinatorial optimization algorithms
- Can’t Ridge Regression Perform Variable Selection?
- High-dimensional linear regression with hard thresholding regularization: theory and algorithm
- A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data
- Sparse HP filter: finding kinks in the COVID-19 contact rate
- Sparse regularization with the ℓ0 norm
- Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound
- Efficient regularized regression with \(L_0\) penalty for variable selection and network construction
- Subspace Newton method for sparse group \(\ell_0\) optimization problem
- L0-Regularized Learning for High-Dimensional Additive Hazards Regression
- \(\ell_0\)-regularized high-dimensional accelerated failure time model
- Best subset selection with shrinkage: sparse additive hazards regression with the grouping effect
- An extended Newton-type algorithm for \(\ell_2\)-regularized sparse logistic regression and its efficiency for classifying large-scale datasets
- A unified primal dual active set algorithm for nonconvex sparse recovery
- Sparse quantile regression
- A communication-efficient method for ℓ0 regularization linear regression models
- A neutral comparison of algorithms to minimize \(L_0\) penalties for high-dimensional variable selection
- A data-driven line search rule for support recovery in high-dimensional data analysis
- L 0 -regularization for high-dimensional regression with corrupted data
- Solving \(\ell_0\)-penalized problems with simple constraints via the Frank-Wolfe reduced dimension method
- The springback penalty for robust signal recovery
- A network-constrain Weibull AFT model for biomarkers discovery
- Smoothing Newton method for \(\ell^0\)-\(\ell^2\) regularized linear inverse problem
- Communication-efficient estimation for distributed subset selection
- Sparse signal reconstruction via the approximations of \(\ell_0\) quasinorm
- Truncated \(L_1\) regularized linear regression: theory and algorithm
- Sparse regression at scale: branch-and-bound rooted in first-order optimization
- GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee
- High-performance statistical computing in the computing environments of the 2020s
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