2 papers
stat.ML2023
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…
math.ST2023
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…