activity
20082022
most citedCoordinate descent algorithms for lasso penalized regression

546 citations · 1.2k across the 35 of their papers we have counts for

collaborators

35 papers

stat.ME2022★ 1 cited

A Flexible Quasi-Copula Distribution for Statistical Modeling

Sarah S. Ji, Benjamin B. Chu, Hua Zhou +1

Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parame…

stat.CO2022★ 1 cited

Feature Selection for Vertex Discriminant Analysis

Alfonso Landeros, Tong Tong Wu, Kenneth Lange

We revisit vertex discriminant analysis (VDA) from the perspective of proximal distance algorithms. By specifying sparsity sets as constraints that directly control the number of a…

stat.ME2022★ 4 cited

A Sharper Computational Tool for Regression

Xiaoqian Liu, Eric C. Chi, Kenneth Lange

Building on previous research of Chi and Chi (2022), the current paper revisits estimation in robust structured regression under the criterion. We adopt the ma…

stat.ME2021

Algorithms for Sparse Support Vector Machines

Alfonso Landeros, Kenneth Lange

Many problems in classification involve huge numbers of irrelevant features. Model selection reveals the crucial features, reduces the dimensionality of feature space, and improves…

stat.ME2021

A Proximal Distance Algorithm for Likelihood-Based Sparse Covariance Estimation

Jason Xu, Kenneth Lange

This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penal…

math.OC2021★ 13 cited

Nonconvex Optimization via MM Algorithms: Convergence Theory

Kenneth Lange, Joong-Ho Won, Alfonso Landeros +1

The majorization-minimization (MM) principle is an extremely general framework for deriving optimization algorithms. It includes the expectation-maximization (EM) algorithm, proxim…