Structured sparsity through convex optimization

DOI10.1214/12-STS394zbMath1331.90050arXiv1109.2397MaRDI QIDQ5965303

Francis Bach, Julien Mairal, Rodolphe Jenatton, Guillaume Obozinski

Publication date: 3 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.2397

zbMATH Keywords

convex optimizationsparsity

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) General nonlinear regression (62J02) Convex programming (90C25)

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Uses Software

• OSCAR
• PDCO
• NESTA
• UNLocBoX
• CoSaMP
• ElemStatLearn
• PMA

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