most citedAlgorithmic Analysis and Statistical Estimation of SLOPE via Approximate Message Passing

6 citations · 6 across the 1 of their papers we have counts for

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stat.ML2019★ 6 cited

Algorithmic Analysis and Statistical Estimation of SLOPE via Approximate Message Passing

Zhiqi Bu, Jason Klusowski, Cynthia Rush +1

SLOPE is a relatively new convex optimization procedure for high-dimensional linear regression via the sorted l1 penalty: the larger the rank of the fitted coefficient, the larger…