24 citations · 112 across the 21 of their papers we have counts for
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cs.LG2015★ 24 cited
Regularization vs. Relaxation: A conic optimization perspective of statistical variable selection
Hongbo Dong, Kun Chen, Jeff Linderoth
Variable selection is a fundamental task in statistical data analysis. Sparsity-inducing regularization methods are a popular class of methods that simultaneously perform variable…
math.ST2015★ 2 cited
Robust Reduced Rank Regression
Yiyuan She, Kun Chen
In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimat…