Pages that link to "Item:Q3111203"

The following pages link to <i>SparseNet</i>: Coordinate Descent With Nonconvex Penalties (Q3111203):

Displaying 50 items.

• On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin (Q2131914) (← links)
• A truncated Newton algorithm for nonconvex sparse recovery (Q2143093) (← links)
• Bias versus non-convexity in compressed sensing (Q2155168) (← links)
• A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations (Q2163076) (← links)
• Nonconvex regularization for sparse neural networks (Q2168678) (← links)
• Robust alternating low-rank representation by joint \(L_p\)- and \(L_{2,p}\)-norm minimization (Q2179083) (← links)
• Computing the degrees of freedom of rank-regularized estimators and cousins (Q2180064) (← links)
• Separating variables to accelerate non-convex regularized optimization (Q2181546) (← links)
• Parametrized quasi-soft thresholding operator for compressed sensing and matrix completion (Q2185044) (← links)
• Transformed \(\ell_1\) regularization for learning sparse deep neural networks (Q2185659) (← links)
• Large-scale regression with non-convex loss and penalty (Q2192647) (← links)
• Matrix completion with nonconvex regularization: spectral operators and scalable algorithms (Q2195855) (← links)
• Worst-case complexity of cyclic coordinate descent: \(O(n^2)\) gap with randomized version (Q2220668) (← links)
• Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons (Q2225312) (← links)
• A discussion on practical considerations with sparse regression methodologies (Q2225315) (← links)
• Rejoinder: ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons'' (Q2225320) (← links)
• Variance prior forms for high-dimensional Bayesian variable selection (Q2290703) (← links)
• ROS regression: integrating regularization with optimal scaling regression (Q2292391) (← links)
• Lasso meets horseshoe: a survey (Q2292393) (← links)
• Regularization methods for high-dimensional sparse control function models (Q2301081) (← links)
• Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case (Q2318820) (← links)
• Marginalized Lasso in sparse regression (Q2325317) (← links)
• Novel harmonic regularization approach for variable selection in Cox's proportional hazards model (Q2330191) (← links)
• Coordinate descent algorithms (Q2349114) (← links)
• Dimension-reduced clustering of functional data via subspace separation (Q2403303) (← links)
• AIC for the non-concave penalized likelihood method (Q2414941) (← links)
• Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
• \(\mathsf{PenPC}\): a two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs (Q2805190) (← links)
• OR forum: An algorithmic approach to linear regression (Q2806052) (← links)
• A sparse regularization approach with Log type penalty (Q3196161) (← links)
• Testing Sparsity-Inducing Penalties (Q3391458) (← links)
• (Q4558147) (← links)
• On Faster Convergence of Cyclic Block Coordinate Descent-type Methods for Strongly Convex Minimization (Q4558510) (← links)
• False Discovery Rate Smoothing (Q4559697) (← links)
• Proximal Multitask Learning Over Networks With Sparsity-Inducing Coregularization (Q4621089) (← links)
• The Spike-and-Slab LASSO (Q4690970) (← links)
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension (Q4916453) (← links)
• High-Dimensional Sparse Additive Hazards Regression (Q4916944) (← links)
• An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions (Q4960646) (← links)
• A Generalized Least-Square Matrix Decomposition (Q4975339) (← links)
• Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344) (← links)
• (Q4998944) (← links)
• Nonbifurcating Phylogenetic Tree Inference via the Adaptive LASSO (Q4999164) (← links)
• A non-convex regularization approach for stable estimation of loss development factors (Q5014498) (← links)
• Nonconvex Sparse Regularization for Deep Neural Networks and Its Optimality (Q5037159) (← links)
• Cross validation in sparse linear regression with piecewise continuous nonconvex penalties and its acceleration (Q5059117) (← links)
• An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
• Linear Time Dynamic Programming for Computing Breakpoints in the Regularization Path of Models Selected From a Finite Set (Q5084430) (← links)
• Bayesian bridge quantile regression (Q5086198) (← links)
• A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression (Q5107360) (← links)