Truncated $L^1$ Regularized Linear Regression: Theory and Algorithm

DOI10.4208/cicp.OA-2020-0250zbMath1474.62282MaRDI QIDQ5163921

Shuyang Dai, Junjun Huang, Xiliang Lu, Lican Kang, Mingwei Dai

Publication date: 9 November 2021

Published in: Communications in Computational Physics (Search for Journal in Brave)

zbMATH Keywords

sparsityhigh-dimensional linear regressionprimal dual active set algorithmtruncated \(L_1\) regularization

Mathematics Subject Classification ID

Linear inference, regression (62J99)

Cites Work

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