Finding Dantzig selectors with a proximity operator based fixed-point algorithm

DOI10.1016/j.csda.2015.04.005zbMath1468.62160arXiv1502.05571OpenAlexW2013210666MaRDI QIDQ1663200

Ashley Prater, Bruce W. Suter, Li-Xin Shen

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.05571

zbMATH Keywords

alternating direction methodDantzig selectorproximity operatorfixed-point algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)

Related Items (1)

A partially proximal linearized alternating minimization method for finding Dantzig selectors

Uses Software

• TFOCS

Cites Work

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