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Structured sparsity through convex optimization (Q5965303)

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scientific article; zbMATH DE number 6548998

Language	Label	Description	Also known as
English	Structured sparsity through convex optimization	scientific article; zbMATH DE number 6548998

Statements

scholarly article

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Structured sparsity through convex optimization (English)

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Rodolphe Jenatton

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Guillaume Obozinski

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Statistical Science

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publication date

3 March 2016

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full work available at URL

https://arxiv.org/abs/1109.2397

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https://projecteuclid.org/euclid.ss/1356098550

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zbMATH Keywords

sparsity

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convex optimization

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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$rm K$-SVD: An Algorithm for Designing Overcomplete Dictionaries for Sparse Representation

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Learning with Submodular Functions: A Convex Optimization Perspective

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Optimization with Sparsity-Inducing Penalties

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Model-Based Compressive Sensing

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A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

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NESTA: A Fast and Accurate First-Order Method for Sparse Recovery

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Simultaneous analysis of Lasso and Dantzig selector

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The nested chinese restaurant process and bayesian nonparametric inference of topic hierarchies

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10.1162/jmlr.2003.3.4-5.993

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Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR

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Convex analysis and nonlinear optimization. Theory and examples.

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Decoding by Linear Programming

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Atomic Decomposition by Basis Pursuit

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Smoothing proximal gradient method for general structured sparse regression

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Proximal Splitting Methods in Signal Processing

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Adapting to Unknown Smoothness via Wavelet Shrinkage

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Least angle regression. (With discussion)

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Pathwise coordinate optimization

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The elements of statistical learning. Data mining, inference, and prediction

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The benefit of group sparsity

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Learning with Structured Sparsity

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Multiscale Mining of fMRI Data with Hierarchical Structured Sparsity

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Some results on Tchebycheffian spline functions and stochastic processes

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THE NATURE OF POWER CORRECTIONS IN LARGE-β<sub>0</sub> APPROXIMATION

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Component selection and smoothing in multivariate nonparametric regression

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Oracle inequalities and optimal inference under group sparsity

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High-dimensional graphs and variable selection with the Lasso

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CoSaMP: Iterative signal recovery from incomplete and inaccurate samples

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Simultaneous Support Recovery in High Dimensions: Benefits and Perils of Block $\ell _{1}/\ell _{\infty} $-Regularization

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A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

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Introductory lectures on convex optimization. A basic course.

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Support union recovery in high-dimensional multivariate regression

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Theoretical properties of the overlapping groups Lasso

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Nonlinear total variation based noise removal algorithms

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Trading Accuracy for Sparsity in Optimization Problems with Sparsity Constraints

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Grouping Pursuit Through a Regularization Solution Surface

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On the Reconstruction of Block-Sparse Signals With an Optimal Number of Measurements

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Sparsity and Smoothness Via the Fused Lasso

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Greed is Good: Algorithmic Results for Sparse Approximation

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Just relax: convex programming methods for identifying sparse signals in noise

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Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

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Sparse Reconstruction by Separable Approximation

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Coordinate descent algorithms for lasso penalized regression

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Model Selection and Estimation in Regression with Grouped Variables

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Some sharp performance bounds for least squares regression with \(L_1\) regularization

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The composite absolute penalties family for grouped and hierarchical variable selection

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The Adaptive Lasso and Its Oracle Properties

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Identifiers

zbMATH Open document ID

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10.1214/12-STS394

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5965303

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