Block-wise primal-dual algorithms for large-scale doubly penalized ANOVA modeling
From MaRDI portal
Publication:6561270
DOI10.1016/j.csda.2024.107932zbMATH Open1543.62068MaRDI QIDQ6561270
Publication date: 25 June 2024
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
total variationnonparametric regressionstochastic algorithmsprimal-dual algorithmspenalized estimationstochastic gradient methodsANOVA modeling
Cites Work
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
- Sparsity in multiple kernel learning
- Component selection and smoothing in multivariate nonparametric regression
- High-dimensional additive modeling
- The dimensionality reduction principle for generalized additive models
- Multivariate adaptive regression splines
- Locally adaptive regression splines
- A simple algorithm for a class of nonsmooth convex-concave saddle-point problems
- Smoothing spline ANOVA for exponential families, with application to the Wisconsin epidemiological study of diabetic retinopathy. (The 1994 Neyman Memorial Lecture)
- A first-order primal-dual algorithm for convex problems with applications to imaging
- A splitting algorithm for dual monotone inclusions involving cocoercive operators
- New convergence analysis of a primal-dual algorithm with large stepsizes
- Doubly penalized estimation in additive regression with high-dimensional data
- A General Framework for a Class of First Order Primal-Dual Algorithms for Convex Optimization in Imaging Science
- Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities
- A new approach to variable selection in least squares problems
- Sparse Additive Models
- Stochastic Primal-Dual Coordinate Method for Regularized Empirical Risk Minimization
- Optimization Methods for Large-Scale Machine Learning
- A primal–dual fixed point algorithm for convex separable minimization with applications to image restoration
- Hierarchical Total Variations and Doubly Penalized ANOVA Modeling for Multivariate Nonparametric Regression
- Variable Selection Using Adaptive Nonlinear Interaction Structures in High Dimensions
- Minimax-optimal rates for sparse additive models over kernel classes via convex programming
- Smoothing Spline ANOVA Models
- Backfitting algorithms for total-variation and empirical-norm penalized additive modelling with high-dimensional data
This page was built for publication: Block-wise primal-dual algorithms for large-scale doubly penalized ANOVA modeling