Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression-Reference-Cited by-同舟云学术

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Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression

Published:2024-04 Issue: Volume:192 Page:107901
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Wu Xiaofei,Ming Hao,Zhang Zhimin,Cui Zhenyu

Funder

Chongqing Municipal Education Commission

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference52 articles.

1. Recovering time-varying networks of dependencies in social and biological studies;Ahmed;Proc. Natl. Acad. Sci.,2009

2. L1-penalized quantile regression in high-dimensional sparse models;Belloni;Ann. Stat.,2011

3. Square-root lasso: pivotal recovery of sparse signals via conic programming;Belloni;Biometrika,2011

4. Simultaneous analysis of Lasso and Dantzig selector;Bickel;Ann. Stat.,2009

5. Distributed optimization and statistical learning via the alternating direction method of multipliers;Boyd;Found. Trends Mach. Learn.,2010

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1. Multi-block linearized alternating direction method for sparse fused Lasso modeling problems;Applied Mathematical Modelling;2024-09

2. Optimization study of high-dimensional varying coefficient partially linear model based on elastic network;Engineering Science and Technology, an International Journal;2024-07

3. Group sparse structural smoothing recovery: model, statistical properties and algorithm;Statistics and Computing;2024-05-23

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