SparseNet: coordinate descent with nonconvex penalties
From MaRDI portal
Recommendations
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Sparse optimization for nonconvex group penalized estimation
- Pathwise coordinate optimization for sparse learning: algorithm and theory
- Group coordinate descent algorithms for nonconvex penalized regression
- Pathwise coordinate optimization
Cited in
(only showing first 100 items - show all)- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates
- Separating variables to accelerate non-convex regularized optimization
- Bayesian bridge quantile regression
- Prediction risk for the horseshoe regression
- A general theory of concave regularization for high-dimensional sparse estimation problems
- A new regularization for sparse optimization
- Improved Pathwise Coordinate Descent for Power Penalties
- New methods for parametric optimization via differential equations
- Fast best subset selection: coordinate descent and local combinatorial optimization algorithms
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Transformed \(\ell_1\) regularization for learning sparse deep neural networks
- Variance prior forms for high-dimensional Bayesian variable selection
- An unbiased approach to compressed sensing
- Bias versus non-convexity in compressed sensing
- Integrative analysis of multiple cancer genomic datasets under the heterogeneity model
- Recognition and variable selection in sparse spatial panel data models with fixed effects
- A non-convex regularization approach for stable estimation of loss development factors
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- Bayesian L 1/2 Regression
- Variable selection via generalized SELO-penalized linear regression models
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization
- Compressive-sensing-assisted mixed integer optimization for dynamical system discovery with highly noisy data
- Large-scale regression with non-convex loss and penalty
- Proximal Multitask Learning Over Networks With Sparsity-Inducing Coregularization
- A generic coordinate descent solver for non-smooth convex optimisation
- Variable selection via generalized SELO-penalized Cox regression models
- On faster convergence of cyclic block coordinate descent-type methods for strongly convex minimization
- Estimation of an oblique structure via penalized likelihood factor analysis
- Sparsest factor analysis for clustering variables: a matrix decomposition approach
- Path-following methods for maximum a posteriori estimators in Bayesian hierarchical models: how estimates depend on hyperparameters
- Rank-one convexification for sparse regression
- Integrative analysis of cancer diagnosis studies with composite penalization
- Lassoed boosting and linear prediction in the equities market
- Nonconvex regularization for sparse neural networks
- A penalized likelihood method for structural equation modeling
- A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression
- Global solutions to folded concave penalized nonconvex learning
- The trimmed Lasso: sparse recovery guarantees and practical optimization by the generalized soft-min penalty
- A majorization-minimization approach to variable selection using spike and slab priors
- Difference-of-convex learning: directional stationarity, optimality, and sparsity
- Hidden Markov models with applications in cell adhesion experiments
- A fresh look at effect aliasing and interactions: some new wine in old bottles
- Convex and non-convex regularization methods for spatial point processes intensity estimation
- Pathwise coordinate optimization for sparse learning: algorithm and theory
- Minimization of transformed L₁ penalty: theory, difference of convex function algorithm, and robust application in compressed sensing
- A generalized least-square matrix decomposition
- The spike-and-slab LASSO
- Cardinality minimization, constraints, and regularization: a survey
- Overview of robust variable selection methods for high-dimensional linear regression model
- A truncated Newton algorithm for nonconvex sparse recovery
- Sparse recovery based on the generalized error function
- Sparse classification: a scalable discrete optimization perspective
- Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression
- \(\mathsf{PenPC}\): a two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
- One-step sparse ridge estimation with folded concave penalty
- Sparse factor regression via penalized maximum likelihood estimation
- Integrative sparse partial least squares
- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data
- Efficient regularized regression with \(L_0\) penalty for variable selection and network construction
- Tuning parameter selection in sparse regression modeling
- Grouped variable selection with discrete optimization: computational and statistical perspectives
- Nonbifurcating Phylogenetic Tree Inference via the Adaptive LASSO
- Designing penalty functions in high dimensional problems: the role of tuning parameters
- scientific article; zbMATH DE number 7370569 (Why is no real title available?)
- Integrative analysis of `-omics' data using penalty functions
- Variable selection using \(L_q\) penalties
- scientific article; zbMATH DE number 7415078 (Why is no real title available?)
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems
- An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
- A discussion on practical considerations with sparse regression methodologies
- Convex optimization under combinatorial sparsity constraints
- Rotation to sparse loadings using L^p losses and related inference problems
- A global two-stage algorithm for non-convex penalized high-dimensional linear regression problems
- Cyclic Coordinate Dual Averaging with Extrapolation
- Dimension-reduced clustering of functional data via subspace separation
- Confidence intervals for sparse penalized regression with random designs
- A unified primal dual active set algorithm for nonconvex sparse recovery
- Solution path clustering with adaptive concave penalty
- False Discovery Rate Smoothing
- sparsenet
- Pathwise optimization for bridge-type estimators and its applications
- Cross validation in sparse linear regression with piecewise continuous nonconvex penalties and its acceleration
- Rejoinder: ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- Penalized regression with multiple loss functions and variable selection by voting
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
- A sparse regularization approach with Log type penalty
- The horseshoe-like regularization for feature subset selection
- ADMM for Penalized Quantile Regression in Big Data
- SURE-tuned bridge regression
- Efficient nonconvex sparse group feature selection via continuous and discrete optimization
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems
- High-Dimensional Covariate-Dependent Gaussian Graphical Models
- Lasso meets horseshoe: a survey
- Subset Selection and the Cone of Factor-Width-k Matrices
This page was built for publication: SparseNet: coordinate descent with nonconvex penalties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3111203)
