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stat.CO2025
Efficient Solvers for SLOPE in R, Python, Julia, and C++
Johan Larsson, Malgorzata Bogdan, Krystyna Grzesiak +2
We present a suite of packages in R, Python, Julia, and C++ that efficiently solve the Sorted L-One Penalized Estimation (SLOPE) problem. The packages feature a highly efficient hy…
math.ST2025
Identifying Network Hubs with the Partial Correlation Graphical LASSO
Małgorzata Bogdan, Adam Chojecki, Ivan Hejný +2
Graphical LASSO (GLASSO) is a widely used method for estimating sparse precision matrices and learning undirected graphical models in high-dimensional settings. Because GLASSO pena…
math.ST2025
Asymptotic Distribution of Low-Dimensional Patterns Induced by Non-Differentiable Regularizers under General Loss Functions
Ivan Hejný, Jonas Wallin, Małgorzata Bogdan
This article investigates the asymptotic distribution of penalized estimators with non-differentiable penalties designed to recover low-dimensional pattern structures. Patterns pla…