Sparse optimization for nonconvex group penalized estimation

DOI10.1080/00949655.2015.1026822OpenAlexW1981082004MaRDI QIDQ5222360FDOQ5222360

Authors: Sangin Lee, Miae Oh, Yongdai Kim 

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2015.1026822

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zbMATH Keywords

variable selectiongroup Lassononconvex penaltyconcave convex procedure

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors

Cited In (24)

• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
• Sparse Group Lasso: Optimal Sample Complexity, Convergence Rate, and Statistical Inference
• High-dimensional grouped folded concave penalized estimation via the LLA algorithm
• Group sparse structural smoothing recovery: model, statistical properties and algorithm
• Sparse group Lasso and high dimensional multinomial classification
• Group coordinate descent algorithms for nonconvex penalized regression
• Grouped variable selection with discrete optimization: computational and statistical perspectives
• High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms
• An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
• Group-Sparse Signal Denoising: Non-Convex Regularization, Convex Optimization
• Penalized least square in sparse setting with convex penalty and non Gaussian errors
• Efficient nonconvex sparse group feature selection via continuous and discrete optimization
• Title not available (Why is that?)
• Group sparse optimization for learning predictive state representations
• Computation of second-order directional stationary points for group sparse optimization
• Group variable selection via \(\ell_{p,0}\) regularization and application to optimal scoring
• Solving constrained nonsmooth group sparse optimization via group Capped-\(\ell_1\) relaxation and group smoothing proximal gradient algorithm
• Efficient block-coordinate descent algorithms for the group Lasso
• Group Sparse Optimization for Images Recovery Using Capped Folded Concave Functions
• A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer
• A lower bound based smoothed quasi-Newton algorithm for group bridge penalized regression
• Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems
• SparseNet: coordinate descent with nonconvex penalties
• Sparse functional linear models via calibrated concave-convex procedure

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