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math.OC2020★ 1 cited
A dynamic programming approach for generalized nearly isotonic optimization
Zhensheng Yu, Xuyu Chen, Xudong Li
Shape restricted statistical estimation problems have been extensively studied, with many important practical applications in signal processing, bioinformatics, and machine learnin…
math.OC2020
Fast projection onto the ordered weighted norm ball
Qinzhen Li, Xudong Li
In this paper, we provide a finitely terminated yet efficient approach to compute the Euclidean projection onto the ordered weighted (OWL1) norm ball. In particular, an ef…