Truncated $L^1$ Regularized Linear Regression: Theory and Algorithm
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Publication:5163921
DOI10.4208/cicp.OA-2020-0250zbMath1474.62282MaRDI QIDQ5163921
Shuyang Dai, Junjun Huang, Xiliang Lu, Lican Kang, Mingwei Dai
Publication date: 9 November 2021
Published in: Communications in Computational Physics (Search for Journal in Brave)
sparsityhigh-dimensional linear regressionprimal dual active set algorithmtruncated \(L_1\) regularization
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