4 papers
Feature splitting parallel algorithm for Dantzig selectors
Xiaofei Wu, Yue Chao, Rongmei Liang +2
The Dantzig selector is a widely used and effective method for variable selection in ultra-high-dimensional data. Feature splitting is an efficient processing technique that involv…
Parallel ADMM Algorithm with Gaussian Back Substitution for High-Dimensional Quantile Regression and Classification
Xiaofei Wu, Dingzi Guo, Rongmei Liang +1
In the field of high-dimensional data analysis, modeling methods based on quantile loss function are highly regarded due to their ability to provide a comprehensive statistical per…
A unified consensus-based parallel ADMM algorithm for high-dimensional regression with combined regularizations
Xiaofei Wu, Zhimin Zhang, Zhenyu Cui
The parallel alternating direction method of multipliers (ADMM) algorithm is widely recognized for its effectiveness in handling large-scale datasets stored in a distributed manner…
Multi-block linearized alternating direction method for sparse fused Lasso modeling problems
Xiaofei Wu, Rongmei Liang, Zhimin Zhang +1
In many statistical modeling problems, such as classification and regression, it is common to encounter sparse and blocky coefficients. Sparse fused Lasso is specifically designed…