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stat.CO2010
An Alternating Direction Method for Finding Dantzig Selectors
Zhaosong Lu, Ting Kei Pong, Yong Zhang
In this paper, we study the alternating direction method for finding the Dantzig selectors, which are first introduced in [8]. In particular, at each iteration we apply the nonmono…
stat.CO2010
Computing Optimal Experimental Designs via Interior Point Method
Zhaosong Lu, Ting Kei Pong
In this paper, we study optimal experimental design problems with a broad class of smooth convex optimality criteria, including the classical A-, D- and p th mean criterion. In par…