A unified primal dual active set algorithm for nonconvex sparse recovery
type: Item
instance of: scholarly article
title: A unified primal dual active set algorithm for nonconvex sparse recovery
DOI: 10.1214/19-STS758
author: Jian Huang
author: Bangti Jin
author: Jin Liu
author: Xiliang Lu
author: Can Yang
author: Yu Ling Jiao
published in: Statistical Science
publication date: 2021-07-06T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7368234
zbMATH Keywords: consistency
zbMATH Keywords: continuation
zbMATH Keywords: nonconvex penalty
zbMATH Keywords: primal-dual active set algorithm
zbMATH Keywords: sparsity
describes a project that uses: CoSaMP
describes a project that uses: sparsenet
describes a project that uses: PLINK
describes a project that uses: PDCO
MaRDI profile type: Publication
cites work: A new look at the statistical model identification
cites work: Best subset selection via a modern optimization lens
cites work: Iterative thresholding for sparse approximations
cites work: Minimization of non-smooth, non-convex functionals by iterative thresholding
cites work: Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
cites work: Heuristics of instability and stabilization in model selection
cites work: Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
cites work: Decoding by Linear Programming
cites work: Restricted isometry properties and nonconvex compressive sensing
cites work: Atomic Decomposition by Basis Pursuit
cites work: Smoothing methods for nonsmooth, nonconvex minimization
cites work: Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations
cites work: Optimality conditions and a smoothing trust region Newton method for nonlipschitz optimization
cites work: Signal Recovery by Proximal Forward-Backward Splitting
cites work: Compressed sensing
cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
cites work: Nonconcave penalized likelihood with a diverging number of parameters.
cites work: Strong oracle optimality of folded concave penalized estimation
cites work: A Primal Dual Active Set Algorithm With Continuation for Compressed Sensing
cites work: Sorted concave penalized regression
cites work: Sparsest solutions of underdetermined linear systems via \( \ell _q\)-minimization for \(0<q\leqslant 1\)
cites work: A Statistical View of Some Chemometrics Regression Tools
cites work: Recovering Sparse Signals With a Certain Family of Nonconvex Penalties and DC Programming
cites work: A semismooth Newton method for Tikhonov functionals with sparsity constraints
cites work: The Primal-Dual Active Set Strategy as a Semismooth Newton Method
cites work: A superlinearly convergent \(R\)-regularized Newton scheme for variational models with concave sparsity-promoting priors
cites work: Asymptotic properties of bridge estimators in sparse high-dimensional regression models
cites work: Q4558147
cites work: Robust Decoding from 1-Bit Compressive Sampling with Ordinary and Regularized Least Squares
cites work: Recovery of sparse signals using OMP and its variants: convergence analysis based on RIP
cites work: Lagrange Multiplier Approach to Variational Problems and Applications
cites work: A variational approach to sparsity optimization based on Lagrange multiplier theory
cites work: A primal dual active set with continuation algorithm for the \(\ell^0\)-regularized optimization problem
cites work: Complex wavelets for shift invariant analysis and filtering of signals
cites work: Asymptotics for Lasso-type estimators.
cites work: Q3813205
cites work: An Unconstrained $\ell_q$ Minimization with $0q\leq1$ for Sparse Solution of Underdetermined Linear Systems
cites work: Improved iteratively reweighted least squares for unconstrained smoothed \(\ell_q\) minimization
cites work: A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems
cites work: Global solutions to folded concave penalized nonconvex learning
cites work: Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
cites work: Iterative reweighted minimization methods for \(l_p\) regularized unconstrained nonlinear programming
cites work: SparseNet: Coordinate Descent With Nonconvex Penalties
cites work: High-dimensional graphs and variable selection with the Lasso
cites work: A Remark on the Restricted Isometry Property in Orthogonal Matching Pursuit
cites work: CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
cites work: Description of the minimizers of least squares regularized with \(\ell_0\)-norm. Uniqueness of the global minimizer
cites work: Thresholding-based iterative selection procedures for model selection and shrinkage
cites work: Recovery of sparsest signals via \(\ell^q \)-minimization
cites work: Q4864293
cites work: Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
cites work: Convergence of a block coordinate descent method for nondifferentiable minimization
cites work: Calibrating nonconvex penalized regression in ultra-high dimension
cites work: Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
cites work: Nearly unbiased variable selection under minimax concave penalty
cites work: The sparsity and bias of the LASSO selection in high-dimensional linear regression

A unified primal dual active set algorithm for nonconvex sparse recovery (cites work)
cites work: A general theory of concave regularization for high-dimensional sparse estimation problems

A unified primal dual active set algorithm for nonconvex sparse recovery (cites work)
cites work: Analysis of multi-stage convex relaxation for sparse regularization

A unified primal dual active set algorithm for nonconvex sparse recovery (cites work)
cites work: Q3174050

A unified primal dual active set algorithm for nonconvex sparse recovery (cites work)
cites work: Reweighted $\ell_1$-Minimization for Sparse Solutions to Underdetermined Linear Systems

A unified primal dual active set algorithm for nonconvex sparse recovery (cites work)
cites work: One-step sparse estimates in nonconcave penalized likelihood models

A unified primal dual active set algorithm for nonconvex sparse recovery (full work available at URL)
full work available at URL: 19-sts758

A unified primal dual active set algorithm for nonconvex sparse recovery (OpenAlex ID)
OpenAlex ID: W3154413294

A unified primal dual active set algorithm for nonconvex sparse recovery (Recommended article)
Recommended article: A Primal Dual Active Set Algorithm With Continuation for Compressed Sensing
Similarity Score: 0.9149513
Recommender Run: Recommender Run 3

A unified primal dual active set algorithm for nonconvex sparse recovery (Recommended article)
Recommended article: A dual active set algorithm for optimal sparse convex regression
Similarity Score: 0.90019256
Recommender Run: Recommender Run 3

A unified primal dual active set algorithm for nonconvex sparse recovery (Recommended article)
Recommended article: A sparse proximal implementation of the LP dual active set algorithm
Similarity Score: 0.8949681
Recommender Run: Recommender Run 3

A unified primal dual active set algorithm for nonconvex sparse recovery (Recommended article)
Recommended article: A modified primal-dual method with applications to some sparse recovery problems
Similarity Score: 0.89063144
Recommender Run: Recommender Run 3

A unified primal dual active set algorithm for nonconvex sparse recovery (Recommended article)
Recommended article: Sparse recovery by non-convex optimization - instance optimality
Similarity Score: 0.8778027
Recommender Run: Recommender Run 3

A unified primal dual active set algorithm for nonconvex sparse recovery (Recommended article)
Recommended article: A dual active set method for \(\ell1\)-regularized problem
Similarity Score: 0.8771594
Recommender Run: Recommender Run 3

A unified primal dual active set algorithm for nonconvex sparse recovery (Recommended article)
Recommended article: The Convergence Guarantees of a Non-Convex Approach for Sparse Recovery
Similarity Score: 0.8766235
Recommender Run: Recommender Run 3

A unified primal dual active set algorithm for nonconvex sparse recovery (Recommended article)
Recommended article: Primal and dual alternating direction algorithms for \(\ell _{1}\)-\(\ell _{1}\)-norm minimization problems in compressive sensing
Similarity Score: 0.8751956
Recommender Run: Recommender Run 3

A unified primal dual active set algorithm for nonconvex sparse recovery (Recommended article)
Recommended article: A primal dual active set with continuation algorithm for the \(\ell^0\)-regularized optimization problem
Similarity Score: 0.87498975
Recommender Run: Recommender Run 3

A unified primal dual active set algorithm for nonconvex sparse recovery (Recommended article)
Recommended article: A primal Douglas-Rachford splitting method for the constrained minimization problem in compressive sensing
Similarity Score: 0.8694498
Recommender Run: Recommender Run 3