Pages that link to "Item:Q5945065"

The following pages link to Convergence of a block coordinate descent method for nondifferentiable minimization (Q5945065):

Displaying 50 items.

• Efficient block-coordinate descent algorithms for the group Lasso (Q2392933) (← links)
• An expectation-maximization algorithm for blind separation of noisy mixtures using Gaussian mixture model (Q2405461) (← links)
• Scheduling for a processor sharing system with linear slowdown (Q2408895) (← links)
• A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications (Q2414911) (← links)
• A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems (Q2414914) (← links)
• Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data (Q2415960) (← links)
• Model-based regression clustering for high-dimensional data: application to functional data (Q2418303) (← links)
• On the convergence of asynchronous parallel iteration with unbounded delays (Q2422607) (← links)
• Graphical model selection and estimation for high dimensional tensor data (Q2451627) (← links)
• Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function (Q2452370) (← links)
• A syncro-parallel nonsmooth PGD algorithm for nonsmooth optimization (Q2454987) (← links)
• Pathwise coordinate optimization (Q2466463) (← links)
• Block decomposition methods for total variation by primal-dual stitching (Q2631053) (← links)
• Stable and robust LQR design via scenario approach (Q2665078) (← links)
• Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates (Q2677126) (← links)
• On global convergence of alternating least squares for tensor approximation (Q2696915) (← links)
• A fast active set block coordinate descent algorithm for \(\ell_1\)-regularized least squares (Q2796799) (← links)
• Block Coordinate Descent Methods for Semidefinite Programming (Q2802537) (← links)
• An efficient inexact ABCD method for least squares semidefinite programming (Q2805705) (← links)
• Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling (Q2809588) (← links)
• Computational methods for solving nonconvex block-separable constrained quadratic problems (Q2810546) (← links)
• An alternating semiproximal method for nonconvex regularized structured total least squares problems (Q2818270) (← links)
• Coordinate descent with arbitrary sampling II: expected separable overapproximation (Q2829566) (← links)
• On the convergence of the forward–backward splitting method with linesearches (Q2829582) (← links)
• Lasso penalized semiparametric regression on high-dimensional recurrent event data via coordinate descent (Q2862409) (← links)
• Two-way regularization for MEG source reconstruction via multilevel coordinate descent (Q2870763) (← links)
• Variable selection for semiparametric regression models with iterated penalisation (Q2892927) (← links)
• High-dimensional heteroscedastic regression with an application to eQTL data analysis (Q2894024) (← links)
• Full convergence of the proximal point method for quasiconvex functions on Hadamard manifolds (Q2911444) (← links)
• Model selection for Cox models with time-varying coefficients (Q2912333) (← links)
• Integrative analysis of prognosis data on multiple cancer subtypes (Q2927593) (← links)
• An inexact continuation accelerated proximal gradient algorithm for low<i>n</i>-rank tensor recovery (Q2935378) (← links)
• Penalty decomposition methods for rank minimization (Q2943834) (← links)
• Separable approximations and decomposition methods for the augmented Lagrangian (Q2943840) (← links)
• Block Stochastic Gradient Iteration for Convex and Nonconvex Optimization (Q2945126) (← links)
• Asynchronous Stochastic Coordinate Descent: Parallelism and Convergence Properties (Q2954387) (← links)
• Large-Scale Loan Portfolio Selection (Q2957455) (← links)
• Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion (Q3077799) (← links)
• A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization (Q3387904) (← links)
• Iterative Proportional Scaling Revisited: A Modern Optimization Perspective (Q3391182) (← links)
• An Accelerated Randomized Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimization (Q3451763) (← links)
• Efficient Blind Compressed Sensing Using Sparsifying Transforms with Convergence Guarantees and Application to Magnetic Resonance Imaging (Q3454501) (← links)
• Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure (Q3459931) (← links)
• The influence function of penalized regression estimators (Q3462119) (← links)
• Distributed Block Coordinate Descent for Minimizing Partially Separable Functions (Q3462314) (← links)
• Group variable selection via convex log‐exp‐sum penalty with application to a breast cancer survivor study (Q3465722) (← links)
• A Coordinate Gradient Descent Method for Nonsmooth Nonseparable Minimization (Q3571748) (← links)
• Morphological Diversity and Sparsity in Blind Source Separation (Q3608570) (← links)
• On Faster Convergence of Cyclic Block Coordinate Descent-type Methods for Strongly Convex Minimization (Q4558510) (← links)
• A Randomized Nonmonotone Block Proximal Gradient Method for a Class of Structured Nonlinear Programming (Q4596724) (← links)