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stat.ML2024
Iterative Reweighted Framework Based Algorithms for Sparse Linear Regression with Generalized Elastic Net Penalty
Yanyun Ding, Zhenghua Yao, Peili Li +1
The elastic net penalty is frequently employed in high-dimensional statistics for parameter regression and variable selection. It is particularly beneficial compared to lasso when…
stat.ME2024
Graph-based Square-Root Estimation for Sparse Linear Regression
Peili Li, Zhuomei Li, Yunhai Xiao +2
Sparse linear regression is one of the classic problems in the field of statistics, which has deep connections and high intersections with optimization, computation, and machine le…