Pages that link to "Item:Q2903300"

The following pages link to Optimization with Sparsity-Inducing Penalties (Q2903300):

Displaying 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)