5 citations · 8 across the 6 of their papers we have counts for
Showing 2015Show all
2 papers · 1 filter
math.ST2015
Group SLOPE - adaptive selection of groups of predictors
Damian Brzyski, Weijie Su, Małgorzata Bogdan
Sorted L-One Penalized Estimation is a relatively new convex optimization procedure which allows for adaptive selection of regressors under sparse high dimensional designs. Here we…
stat.ML2015★ 5 cited
Fast Saddle-Point Algorithm for Generalized Dantzig Selector and FDR Control with the Ordered l1-Norm
Sangkyun Lee, Damian Brzyski, Malgorzata Bogdan
In this paper we propose a primal-dual proximal extragradient algorithm to solve the generalized Dantzig selector (GDS) estimation problem, based on a new convex-concave saddle-poi…