3 papers
math.OC2026
ADMM-based Bilevel Descent Aggregation Algorithm for Sparse Hyperparameter Selection
Yunhai Xiao, Anqi Liu, Peili Li +1
It is widely acknowledged that hyperparameter selection plays a critical role in the effectiveness of sparse optimization problems. The bilevel optimization provides a robust frame…
stat.ME2025
A Primal Dual Active Set with Continuation Algorithm for -Penalized High-dimensional Accelerated Failure Time Model
Peili Li, Ruoying Hu, Yanyun Ding +1
The accelerated failure time model has garnered attention due to its intuitive linear regression interpretation and has been successfully applied in fields such as biostatistics, c…
stat.ML2024
Iterative Reweighted Framework Based Algorithms for Sparse Linear Regression with Generalized Elastic Net Penalty
Yanyun Ding, Zhenghua Yao, Peili Li +1
The elastic net penalty is frequently employed in high-dimensional statistics for parameter regression and variable selection. It is particularly beneficial compared to lasso when…