A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty

DOI10.1007/s42952-022-00192-2OpenAlexW4296962882MaRDI QIDQ6101007

Yue Shi, Chi Tim Ng

Publication date: 20 June 2023

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-022-00192-2

zbMATH Keywords

convergence analysisLAD with fused lassoleast absolute deviancenon-smooth optimality conditions

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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