Pages that link to "Item:Q2903300"
From MaRDI portal
The following pages link to Optimization with Sparsity-Inducing Penalties (Q2903300):
Displayed 50 items.
- Locally sparse reconstruction using the \(\ell^{1,\infty}\)-norm (Q256102) (← links)
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
- Minimum distance Lasso for robust high-dimensional regression (Q286223) (← links)
- On some steplength approaches for proximal algorithms (Q298853) (← links)
- A lasso for hierarchical interactions (Q366961) (← links)
- Block coordinate descent algorithms for large-scale sparse multiclass classification (Q399900) (← links)
- Proximal methods for the latent group lasso penalty (Q457209) (← links)
- Sparse time-frequency representation of nonlinear and nonstationary data (Q476519) (← links)
- Conditional gradient algorithms for norm-regularized smooth convex optimization (Q494314) (← links)
- Beyond support in two-stage variable selection (Q517395) (← links)
- Sparse and constrained stochastic predictive control for networked systems (Q680489) (← links)
- Gelfand numbers related to structured sparsity and Besov space embeddings with small mixed smoothness (Q722765) (← links)
- Regularized optimization with spatial coupling for robust decision making (Q723991) (← links)
- Convex relaxations of penalties for sparse correlated variables with bounded total variation (Q747277) (← links)
- Strong convergence and bounded perturbation resilience of a modified proximal gradient algorithm (Q824550) (← links)
- Nonsmoothness in machine learning: specific structure, proximal identification, and applications (Q829492) (← links)
- A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model (Q830540) (← links)
- Statistical properties of convex clustering (Q887272) (← links)
- An iterative SVM approach to feature selection and classification in high-dimensional datasets (Q888553) (← links)
- Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm (Q890292) (← links)
- A primal dual active set with continuation algorithm for the \(\ell^0\)-regularized optimization problem (Q890462) (← links)
- Efficient nonconvex sparse group feature selection via continuous and discrete optimization (Q892230) (← links)
- Sampling in the analysis transform domain (Q900778) (← links)
- A joint convex penalty for inverse covariance matrix estimation (Q1623469) (← links)
- Sparse and kernel OPLS feature extraction based on eigenvalue problem solving (Q1677852) (← links)
- A conjugate subgradient algorithm with adaptive preconditioning for the least absolute shrinkage and selection operator minimization (Q1682919) (← links)
- A unified formulation for generalized oilfield development optimization (Q1702333) (← links)
- Compressed sensing with structured sparsity and structured acquisition (Q1713639) (← links)
- Global convergence of ADMM in nonconvex nonsmooth optimization (Q1736880) (← links)
- Robust graph regularized nonnegative matrix factorization for clustering (Q1741239) (← links)
- Continuous relaxation for discrete DC programming (Q1749451) (← links)
- Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (Q1755107) (← links)
- Fast projections onto mixed-norm balls with applications (Q1944995) (← links)
- The dual step size of the alternating direction method can be larger than 1.618 when one function is strongly convex (Q1983679) (← links)
- Compressed sparse tensor based quadrature for vibrational quantum mechanics integrals (Q1985519) (← links)
- Robust tracking via locally structured representation (Q1991496) (← links)
- Local and global convergence of a general inertial proximal splitting scheme for minimizing composite functions (Q2013141) (← links)
- Point process estimation with Mirror Prox algorithms (Q2019904) (← links)
- Tractable ADMM schemes for computing KKT points and local minimizers for \(\ell_0\)-minimization problems (Q2026765) (← links)
- Block-based refitting in \(\ell_{12}\) sparse regularization (Q2031749) (← links)
- Convergent inexact penalty decomposition methods for cardinality-constrained problems (Q2031962) (← links)
- A Laplacian approach to \(\ell_1\)-norm minimization (Q2044482) (← links)
- An effective procedure for feature subset selection in logistic regression based on information criteria (Q2044566) (← links)
- Nonconvex and nonsmooth sparse optimization via adaptively iterative reweighted methods (Q2052389) (← links)
- Sequential convergence of AdaGrad algorithm for smooth convex optimization (Q2060570) (← links)
- Variational analysis perspective on linear convergence of some first order methods for nonsmooth convex optimization problems (Q2070400) (← links)
- Sparse classification: a scalable discrete optimization perspective (Q2071494) (← links)
- Sparsest piecewise-linear regression of one-dimensional data (Q2074905) (← links)
- Dualize, split, randomize: toward fast nonsmooth optimization algorithms (Q2082232) (← links)
- On the local convergence of a stochastic semismooth Newton method for nonsmooth nonconvex optimization (Q2082285) (← links)