Solving Fused Penalty Estimation Problems via Block Splitting Algorithms

DOI10.1080/10618600.2019.1660178OpenAlexW2972474677WikidataQ127294749 ScholiaQ127294749MaRDI QIDQ3391427

Tso-Jung Yen

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2019.1660178

zbMATH Keywords

scalabilityalternating direction method of multipliersdata parallelismfused group Lasso

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R
• ggplot2
• igraph
• UNLocBoX
• Rcpp
• RcppEigen
• SnapVX
• POGS
• condat_tv

Cites Work

• Unnamed Item
• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• The ranking lasso and its application to sport tournaments
• Parallel coordinate descent methods for big data optimization
• Fixed-point algorithms for inverse problems in science and engineering. Based on the presentations at the interdisciplinary workshop, BIRS, Banff, Canada, November 1--6, 2009.
• The solution path of the generalized lasso
• Block splitting for distributed optimization
• A proximal-based deomposition method for compositions method for convex minimization problems
• Proximal algorithms in statistics and machine learning
• Local extremes, runs, strings and multiresolution. (With discussion)
• A first-order primal-dual algorithm for convex problems with applications to imaging
• On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
• Efficiency of Coordinate Descent Methods on Huge-Scale Optimization Problems
• ggplot2
• Optimal Parameter Selection for the Alternating Direction Method of Multipliers (ADMM): Quadratic Problems
• Linear Convergence and Metric Selection for Douglas-Rachford Splitting and ADMM
• Convergence Rate of Distributed ADMM Over Networks
• On the Linear Convergence of the ADMM in Decentralized Consensus Optimization
• Convex Clustering via l  1 Fusion Penalization
• Sparsity and Smoothness Via the Fused Lasso
• Group LASSO for Structural Break Time Series
• SnapVX: A Network-Based Convex Optimization Solver

This page was built for publication: Solving Fused Penalty Estimation Problems via Block Splitting Algorithms