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A Golden Ratio Primal–Dual Algorithm for Structured Convex Optimization
期刊论文
Journal of Scientific Computing, 2021, 卷号: 87, 期号: 2
作者:
Chang, Xiaokai
;
Yang, Junfeng
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2021/06/03
Convex optimization
Game theory
Mathematical transformations
Matrix algebra
Regression analysis
Convex combinations
Ergodic convergence
Matrix vector multiplication
Nonnegative least squares
Number of iterations
Objective functions
Regularized least squares
Structured convex optimizations
A Golden Ratio Primal-Dual Algorithm for Structured Convex Optimization
期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2021, 卷号: 87, 期号: 2
作者:
Chang, Xiaokai
;
Yang, Junfeng
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2021/04/12
Structured convex optimization
Saddle point problem
Primal-dual algorithm
Golden ratio
Acceleration
Convergence rate
Fixed point iteration
A Joint Least Squares and Least Absolute Deviation Model
期刊论文
IEEE SIGNAL PROCESSING LETTERS, 2019, 卷号: 26, 页码: 543-547
作者:
Duan, Junbo
;
Idier, Jerome
;
Wang, Yu-Ping
;
Wan, Mingxi
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  |  
浏览/下载:7/0
  |  
提交时间:2019/11/19
constrained LASSO
generalized LASSO
ramp signal restoration
LASSO
A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection
期刊论文
JOURNAL OF APPLIED STATISTICS, 2019, 卷号: 46, 页码: 1988-2009
作者:
Shi, Yue
;
Ng, Chi Tim
;
Feng, Zhiguo
;
Yiu, Ka-Fai Cedric
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/30
MAD-Lasso
portfolio selection
constrained LAD Lasso
nonsmooth optimality conditions
Sharpe ratio
sparsity
A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection
期刊论文
2019, 卷号: 46, 期号: 11, 页码: 1988
作者:
Shi, Yue[1]
;
Ng, Chi Tim[2]
;
Feng, Zhiguo[3]
;
Yiu, Ka-Fai Cedric[4]
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  |  
浏览/下载:10/0
  |  
提交时间:2019/12/27
RECOVERY OF SEISMIC WAVEFIELDS BY AN l(q)-NORM CONSTRAINED REGULARIZATION METHOD
期刊论文
INVERSE PROBLEMS AND IMAGING, 2018, 卷号: 12, 期号: 5, 页码: 1157-1172
作者:
Xu, Fengmin
;
Wang, Yanfei
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  |  
浏览/下载:80/0
  |  
提交时间:2018/12/11
Wavefield reconstruction
inverse theory
sparse regularization
l(p)-l(q)-norm
optimization
Geometry and Degrees of Freedom of Linearly Constrained Generalized Lasso
期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2017, 卷号: 44, 期号: 4, 页码: 989-1008
作者:
Zeng, Peng
;
Hu, Qinqin
;
Li, Xiaoyu
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/12
convex set
degrees of freedom
lasso
polytope
projection
Nonnegative adaptive lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
其他
2016-01-01
Yang, Yuehan
;
Wu, Lan
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  |  
浏览/下载:11/0
  |  
提交时间:2017/12/03
Nonnegative adaptive lasso
Multiplicative updates
Index tracking
Variable selection consistency
Asymptotic unbiasedness
Asymptotic normality
VARIABLE SELECTION
ELASTIC-NET
ORACLE PROPERTIES
DANTZIG SELECTOR
INDEX TRACKING
LEAST-SQUARES
REGULARIZATION
CONSISTENCY
SHRINKAGE
RECOVERY
Toward creating simpler hydrological models: A LASSO subset selection approach
SCI/SSCI论文
2015
作者:
Bardsley W. E.
;
Vetrova, V.
;
Liu, S.
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  |  
浏览/下载:25/0
  |  
提交时间:2015/12/09
Model simplification
Linear basis functions
Linear LASSO
Subset
selection
Finite mixture distributions
Linear programming
Runoff
model
Groundwater model
environmental systems
regression shrinkage
variable selection
stable
estimator
unit-hydrograph
linear-models
complexity
uncertainty
calibration
simplicity
The dual and degrees of freedom of linearly constrained generalized lasso
期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2015, 卷号: 86, 页码: 13-26
作者:
Hu, Qinqin
;
Zeng, Peng
;
Lin, Lu
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  |  
浏览/下载:2/0
  |  
提交时间:2019/12/17
Constrained optimization
Coordinate descent
Degrees of freedom
Duality
KKT condition
Lasso
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